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Research Details

Tail Risk Premia and Return Predictability, Journal of Financial Economics

Type

Article

Author(s)

Tim Bollerselv, Viktor Todorov, Lai Xu

Date Published

2015

Citations

Bollerselv, Tim, Viktor Todorov, and Lai Xu. 2015. Tail Risk Premia and Return Predictability. Journal of Financial Economics.: 113-134.

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