Tail Risk Premia and Return Predictability

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Tim Bollerslev
  • Viktor Todorov, Northwestern University, United States
  • Lai Xu, Department of Finance, Whitman School of Management, Syracuse University, United States
Original languageEnglish
JournalJournal of Financial Econometrics
Volume118
Issue1
Pages (from-to)113–134
Number of pages22
ISSN1479-8409
DOIs
Publication statusPublished - 2015

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