Bibliografie

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] Download Download DOI: 10.1093/jjfinec/nbac017