Tail risk under price limits
Sekyung Oh, Hyukdo Kee, Kinam Park
| Year of publication: |
2019
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|---|---|
| Authors: | Oh, Sekyung ; Kee, Hyukdo ; Park, Kinam |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 77.2019, p. 113-123
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| Subject: | Price limit | Risk price | Systemic risk | Tail risk | Börsenkurs | Share price | Risikomaß | Risk measure | Risiko | Risk | Finanzmarktregulierung | Financial market regulation | Risikomanagement | Risk management | Systemrisiko | Finanzkrise | Financial crisis | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198437