Disentangling crashes from tail events

View/ Open
Date
2010Dewey
Economie financièreSujet
Extreme Value Theory; Volatility; Risk Management; Crash; Contagion effect; Systemic riskJEL code
C.C4.C40; G.G1.G13; G.G3.G32Journal issue
International journal of finance and economicsVolume
-Number
-Publication date
02-2015Article pages
-Publisher
J. WileyConference name
AFFI 2010Conference date
05-2010Conference city
Saint-MaloConference country
FranceForthcoming
ouiCollections
Metadata
Show full item recordAuthor
Aboura, Sofiane
1032 Dauphine Recherches en Management [DRM]