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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]
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DOI:
10.1093/jjfinec/nbac017
2019-01-07 08:39