Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
| Autor: | d’Addona, Stefano, Khanom, Najrin |
|---|---|
| Zdroj: | In International Review of Economics and Finance November 2022 82:241-260 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect