Developed and emerging equity market tail risk : is it constant?
Stefan Straetmans and Bertrand Candelon
| Year of publication: |
2014
|
|---|---|
| Authors: | Straetmans, Stefan ; Candelon, Bertrand |
| Published in: |
Emerging markets and the global economy. - Amsterdam : Elsevier, Acad. Press, ISBN 978-0-12-411549-1. - 2014, p. 241-270
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Strukturbruch | Structural break | Monte-Carlo-Simulation | Monte Carlo simulation | Welt | World | 1988-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010434652