The paper "Measuring Tail Risk" fromM. Dierkes, F. Hollstein, M. Prokopczuk und C. Würsig was accepted for publication by the Journal of Econometrics.
The paper "Measuring Tail Risk" fromM. Dierkes, F. Hollstein, M. Prokopczuk und C. Würsig was accepted for publication by the Journal of Econometrics.