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The Working Paper "Measuring Tail Risk " authored by Fabian Hollstein (jointly with M. Dierkes, M. Prokopczuk, and C. Würsig from Leibniz University Hannover) has been accepted for publication by the Journal of Econometrics.
05/06/2024
05/06/2024
The Working Paper "Measuring Tail Risk " authored by Fabian Hollstein (jointly with M. Dierkes, M. Prokopczuk, and C. Würsig from Leibniz University Hannover) has been accepted for publication by the Journal of Econometrics.