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person:"Zhang, Lu"
~isPartOf:"Swiss Finance Institute Research Paper"
~person:"Ardison, Kym"
~person:"Harvey, Campbell R."
~subject:"Prediction of Market Returns"
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Prediction of Market Returns
Börsenkurs
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Capital income
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Capital market returns
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Economic Predictability
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Estimation
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Kapitaleinkommen
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Kapitalmarktrendite
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Probability theory
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Risiko
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Risikomaß
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Risikoprämie
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Tail Risk
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Zhang, Lu
Ardison, Kym
Harvey, Campbell R.
Almeida, Caio
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Camponovo, Lorenzo
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Swiss Finance Institute Research Paper
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
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