Extremal quantiles and stock price crashes
Year of publication: |
2023
|
---|---|
Authors: | Andreou, Panayiotis C. ; Anyfantaki, Sofia ; Maasoumi, Esfandiar ; Sala, Carlo |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 9/10, p. 703-724
|
Subject: | Extremal quantiles | extreme value theory | quantile regression | stock price crashes | Börsenkurs | Share price | Finanzkrise | Financial crisis | Regressionsanalyse | Regression analysis | Ausreißer | Outliers | Theorie | Theory | Risikomaß | Risk measure | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility |
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