Racocha, T. (2025). Tail risk dynamics in equity markets: Estimation, implications, and predictive power of conditional tail indexes.
Citação norma ChicagoRacocha, Tomas. Tail Risk Dynamics in Equity Markets: Estimation, Implications, and Predictive Power of Conditional Tail Indexes. 2025.
Citação norma MLARacocha, Tomas. Tail Risk Dynamics in Equity Markets: Estimation, Implications, and Predictive Power of Conditional Tail Indexes. 2025.
Nota: a formatação da citação pode não corresponder 100% ao definido pela respectiva norma.