Forward-Looking Tail Risk Measures

Ti Zhou, Markus Huggenberger*, Chu Zhang

*Corresponding author for this work

Research output: Contribution to conference › Conference Paper › peer-review

Original languageEnglish
Publication statusPublished - 2017
Event24th Annual Meeting of the German Finance Association (DGF 2017) -
Duration: 1 Jan 2017 → 1 Jan 2017

Conference

Conference24th Annual Meeting of the German Finance Association (DGF 2017)
Period1/01/17 → 1/01/17

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