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~isPartOf:"Journal of financial econometrics"
~person:"Barunik, Jozef"
~person:"Engle, Robert F."
~person:"Hasbrouck, Joel"
~subject:"Risk premium"
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Journal of financial econometrics
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Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
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