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N°16-41: Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy, L. Camponovo, O. Scaillet, and F. Trojani, 2016.

N°16-41: Comments on: Nonparametric Tail Risk, Stock Returns and the Macroeconomy, L. Camponovo, O. Scaillet, and F. Trojani, 2016.

AuthorO. Scaillet, F. Trojani, L. Camponovo
Date1 July 2016
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2804446

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