Open AccessHybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Author(s) -
Turan G. Bali,
Nusret Cakici,
Robert F. Whitelaw
Publication year - 2013
Language(s) - English
Resource type - Reports
DOI - 10.3386/w19460
Subject(s) - stock (firearms) , economics , econometrics , business , geography , archaeology