Showing 101 - 110 of 707,961
Persistent link: https://www.econbiz.de/10003975032
Persistent link: https://www.econbiz.de/10009554691
Persistent link: https://www.econbiz.de/10009774463
Persistent link: https://www.econbiz.de/10010195774
Persistent link: https://www.econbiz.de/10010365630
Persistent link: https://www.econbiz.de/10010365763
We study whether prices of traded options contain information about future extreme market events. Our option-implied conditional expectation of market loss due to tail events, or tail loss measure, predicts future market returns, magnitude, and probability of the market crashes, beyond and above...
Persistent link: https://www.econbiz.de/10010226098
Persistent link: https://www.econbiz.de/10010402702
Persistent link: https://www.econbiz.de/10003745954
-shock models used in reliability theory. An obvious implication of this finding pertains to the analysis of operational risk. The … allowing for less than perfect correlation, may not necessarily be attainable. -- Operational Risk ; Latent Variables …
Persistent link: https://www.econbiz.de/10003750074