Right tail information and asset pricing
Year of publication: |
2021
|
---|---|
Authors: | Hua, Qiuling ; Xiao, Zhijie ; Zhou, Hongtao |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 40.2021, 8, p. 728-749
|
Subject: | Asset pricing | quantile | right tail mean | right tail variance | tail information | Theorie | Theory | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
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