Reference
Caio Almeida, Kim Ardison, René Garcia, and Jose Vicente, “Non-Parametric Tail Risk, Stock Returns and the Macroeconomy”, Journal of financial econometrics, vol. 15, n. 3, June 2017, pp. 333–376.
Published in
Journal of financial econometrics, vol. 15, n. 3, June 2017, pp. 333–376