Beyond Dimension two: A Test for Higher-Order Tail Risk

C. Bormann, J. Schaumburg, M. Schienle

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	442-480
Journal	Journal of Financial Econometrics
Volume	14
Issue number	3
DOIs	https://doi.org/10.1093/jjfinec/nbv022
Publication status	Published - 2016

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@article{ce54ba09680e41cbb30edacc102b0371,

title = "Beyond Dimension two: A Test for Higher-Order Tail Risk",

author = "C. Bormann and J. Schaumburg and M. Schienle",

year = "2016",

doi = "10.1093/jjfinec/nbv022",

language = "English",

volume = "14",

pages = "442--480",

journal = "Journal of Financial Econometrics",

issn = "1479-8409",

publisher = "Oxford University Press",

number = "3",

}