Publication detail

Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
Mgr. Ing. Matěj Nevrla ,
Type: Articles in journals with impact factor
Year: 2022
Number: 0
ISSN / ISBN:
Published in: Journal of Financial Econometrics (forthcoming) PDF
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Keywords:
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Abstract:

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