How unlucky is 25-Sigma?
|Title:||How unlucky is 25-Sigma?||Authors:||Dowd, Kevin
|Permanent link:||http://hdl.handle.net/10197/1175||Date:||24-Mar-2008||Online since:||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/Report no.:||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
|Other versions:||http://www.ucd.ie/bankingfinance/docs/wp/WP-08-04.pdf||Language:||en||Status of Item:||Not peer reviewed|
|Appears in Collections:||Centre for Financial Markets Working Papers|
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