Tail risk and investors' concerns : evidence from Brazil
Year of publication: |
2021
|
---|---|
Authors: | Freire, Gustavo |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-16
|
Subject: | Machine learning | Return predictability | Risk-neutral measure | Tail risk | Text-based analysis | Brasilien | Brazil | Kapitaleinkommen | Capital income | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Risiko | Risk | Statistische Verteilung | Statistical distribution |
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