Tail risk and asset prices
Bryan Kelly; Hao Jiang
| Year of publication: |
2014
|
|---|---|
| Authors: | Kelly, Bryan T. ; Jiang, Hao |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 27.2014, 10, p. 2842-2871
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Schätzung | Estimation | USA | United States | 1963-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010530175