Browsing Documentos indexados pela Scopus by Title "Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy"

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    • Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy 

      Almeida, Caio Ibsen Rodrigues de; Ardison, Kym Marcel Martins; Garcia, René; Vicente, José
      2017
      The discussions focus on different aspects of the paper and are quite complementary. Dobrev and Schaumburg look closely at our implementation choices and analyse the sensitivity of the measure to these choices. Camponovo, ...