How unlucky is 25-Sigma?

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Title: How unlucky is 25-Sigma?
Authors: Dowd, Kevin
Cotter, John
Humphrey, Christopher
Woods, Margaret
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Status of Item: Not peer reviewed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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