Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy
Contributeurs/tricesCamponovo, Lorenzo; Scaillet, Olivier ; Trojani, Fabio
Publié dansJournal of financial econometrics, vol. 15, no. 3, p. 377-387
Collection
- SFI Research Paper; 16-41
Date de publication2017
Structure d'affiliation
Citation (format ISO)
CAMPONOVO, Lorenzo, SCAILLET, Olivier, TROJANI, Fabio. Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy. In: Journal of financial econometrics, 2017, vol. 15, n° 3, p. 377–387. doi: 10.1093/jjfinec/nbx004
Fichiers principaux (1)
Article (Published version)
Identifiants
- PID : unige:85441
- DOI : 10.1093/jjfinec/nbx004
ISSN du journal1479-8409