How unlucky is 25-Sigma?

Author(s)

Uri

Date Issued

2008-03-24

Date Available

2009-06-11T15:42:45Z

Type of Material

Working Paper

Publisher

University College Dublin. School of Business. Centre for Financial Markets

University College Dublin. School of Business

Series

Centre for Financial Markets working paper series

WP-08-04

UCD Business Schools Working Paper Series

Wp08/13

Copyright (Published Version)

2008, Centre for Financial Markets

Subject – LCSH

Distribution (Probability theory)

Financial crises--Econometric models

Global Financial Crisis, 2008-2009

Web versions

Language

English

Status of Item

Not peer reviewed

This item is made available under a Creative Commons License

Name

WP-08-04.pdf

Size

76.59 KB

Format

Adobe PDF

Checksum (MD5)

9d6113a2e5473d87d6fbfaab269c1057

Owning collection