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Article

Almeida, Caio, Ardison, Kim, Freire, Gustavo, Garcia, René and Orlowski, Piotr (2024) High-Frequency Tail Risk Premium and Stock Return Predictability. Journal of Financial and Quantitative Analysis, vol.59 (n°8). pp. 3633-3670.

Almeida, Caio, Ardison, Kim and Garcia, René (2020) Nonparametric assessment of hedge fund performance. Journal of Econometrics, vol. 214 (n° 2). pp. 349-378.

Almeida, Caio, Ardison, Kim, Garcia, René and Vicente, Jose (2017) Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 418-426.

Almeida, Caio, Ardison, Kim, Garcia, René and Vicente, Jose (2017) Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 418-426.

Almeida, Caio, Ardison, Kim, Garcia, René and Vicente, Jose (2017) Non-Parametric Tail Risk, Stock Returns and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 333-376.

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