The magnitude of a market crash can be predicted
Year of publication: |
2006
|
---|---|
Authors: | Novak, S. Y. ; Beirlant, Jan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 2, p. 453-462
|
Subject: | Aktienmarkt | Stock market | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Risikomaß | Risk measure |
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