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Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
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Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, Jose - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
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Predictive modeling, volatility, and risk management in financial markets : in memory of Peter F. Christoffersen, part I, introduction
Diebhold, Francis X.; Garcia, René; Jacobs, Kris - In: Journal of financial econometrics 18 (2020) 3, pp. 471-472
Persistent link: https://www.econbiz.de/10012316690