Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy
ContributorsScaillet, Olivier
Publication date2016
Abstract
Keywords
- Tail Risk
- Risk Factor
- Risk-Neutral Probability
- Prediction of Market Returns
- Economic Predictability.
Classification
- JEL : G12
Research group
Citation (ISO format)
SCAILLET, Olivier, TROJANI, Fabio, CAMPONOVO, Lorenzo. Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy. 2016
Main files (1)
Working paper
Identifiers
- PID : unige:84999
