Tail risk and the return-volatility relation

Sofiane Aboura and Julien Chevallier
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Julien Chevallier: LED - Laboratoire d'Economie Dionysien - UP8 - Université Paris 8 Vincennes-Saint-Denis

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Date: 2018-12
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Published in Research in International Business and Finance, 2018, 46, pp.16-29. ⟨10.1016/j.ribaf.2016.07.036⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-04250188

DOI: 10.1016/j.ribaf.2016.07.036

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