Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
SSRN Electronic Journal
doi 10.2139/ssrn.1938606
Full Text
Open PDFAbstract
Available in full text
Date
January 1, 2011
Authors
Publisher
Elsevier BV
Available in full text
January 1, 2011
Elsevier BV