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Centre for Financial Markets Working Papers
How unlucky is 25-Sigma?
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How unlucky is 25-Sigma?
Author(s)
Dowd, Kevin
Cotter, John
Humphrey, Christopher
Woods, Margaret
Uri
http://hdl.handle.net/10197/1175
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
http://www.ucd.ie/bankingfinance/docs/wp/WP-08-04.pdf
Language
English
Status of Item
Not peer reviewed
This item is made available under a Creative Commons License
https://creativecommons.org/licenses/by-nc-sa/1.0/
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WP-08-04.pdf
Size
76.59 KB
Format
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Centre for Financial Markets Working Papers
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