Disentangling crashes from tail events
Year of publication: |
2015
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Authors: | Aboura, Sofiane |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 20.2015, 3, p. 206-219
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Subject: | Crash | volatility | risk management | contagion effect | systemic risk | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Volatilität | Volatility | Börsenkurs | Share price | Ansteckungseffekt | Contagion effect | Systemrisiko | Systemic risk | Risiko | Risk | Welt | World | Risikomaß | Risk measure |
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