Macro Skewness and Conditional Second Moments

Look out for this one.  Sounds very cool:

Macro Skewness and Conditional Second Moments: Evidence and Theories

Ian Dew-Becker, Northwestern University and NBER

Alireza Tahbaz-Salehi, Northwestern University

Andrea Vedolin, Boston University and NBER

The closest I can find online is: 

http://www.dew-becker.org/documents/-TS-V.pdf

Wonderful that they prominently reference the fundamental early insights of Dan Sichel.  Yet I'm sad that they fail to mention the even earlier insights, on which Sichel builds, of the late great Salih Neftci.  Sort of like doing a paper on the cleansing effects of recessions and not citing Shumpeter.  Yes, Shumpeter was a century ago, but still.  And yes, Sichel of course cites Neftci, so Dew-Becker et al. implicitly cite him, but still.  (And Neftci was less than half a century ago!)  The classic that started it all is here.