Aufsatz(elektronisch)#12016
Różnice w ogonach stóp zwrotu indeksów wybranych europejskich giełd (Differences between the Tails of Stock Market Returns of Selected European Stock-Markets)
In: Bali T.G., Cakici N., Whitelaw R.F. (2013), Hybrid tail risk and expected stock returns: when does the tail wag the dog?, Working Paper no. 19460, National Bureau of Economic Research, www.nber.org/papers/w19460.pdf (10.04.2015). Campbell J.Y., Hentschel L. (1992), No news is good news: An asymmet
