Open AccessComments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy
Author(s) -
Lorenzo Camponovo,
Olivier Scaillet,
Fabio Trojani
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2804446
Subject(s) - nonparametric statistics , econometrics , stock (firearms) , economics , financial economics , geography , archaeology
This paper contains comments on Nonparametric Tail Risk, Stock Returns and the Macroeconomy.
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