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Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy

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Camponovo, Lorenzo
Published in Journal of Financial Economics. 2016
Collection SFI Research Paper; 16-41
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SCAILLET, Olivier, TROJANI, Fabio, CAMPONOVO, Lorenzo. Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy. In: Journal of Financial Econometrics, 2016. https://archive-ouverte.unige.ch/unige:85441

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Deposited on : 2016-07-25

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