Tail Index Estimation in the Presence of Covariates: Stock Returns' Tail Risk Dynamics

AuthID
 P-00Y-MYQ
3
Author(s)
Stoykov, MZ
Tipo de Documento
Article
Year published
2023
Publicado
in JOURNAL OF ECONOMETRICS, ISSN: 0304-4076
Volume: 235, Número: 2, Páginas: 2266-2284 (19)
Indexing
Wos®
Scopus®
Crossref®3
Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-85162028895
Wos: WOS:001032879200001
Source Identifiers
ISSN: 0304-4076
Export Publication Metadata
Lista Marked
 Adicionar à lista Marked
Info
At this moment we don't have any links to full text documens.

Um espaço para investigadores e suas Instituições

Links Úteis

Ajuda

© 2024 CRACS & Inesc TEC - All Rights Reserved Política de Privacidade | Terms of Service