Work

Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk

Year: 2013

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Kyle Moore, Pengfei Sun, Casper de Vries, Chen Zhou

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1570879605

Cites: 118

Cited by: 3

Related to: 10