What does the tail of the distribution of current stock prices tell us about future economic activity?

DOI10.1002/FOR.2516zbMath1397.62440OpenAlexW2789925153MaRDI QIDQ4687667

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Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2516

zbMATH Keywords

stock returnstail riskleading economic indicator

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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