Skip to main content
Institute of Information Theory and Automation
cs
en
Breadcrumb
Home
Bibliography
Matěj Nevrla
Baruník Jozef
,
Nevrla Matěj
:
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
,
Journal of Financial Econometrics vol.21, 5 (2023), p. 1590-1646
[2023]
Download
Download
DOI:
10.1093/jjfinec/nbac017