Extremal quantiles and stock price crashes
Panayiotis C. Andreou, Sofia Anyfantaki, Esfandiar Maasoumi and Carlo Sala
| Year of publication: |
2023
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| Authors: | Andreou, Panayiotis C. ; Anyfantaki, Sofia ; Maasoumi, Esfandiar ; Sala, Carlo |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 9/10, p. 703-724
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| Subject: | Extremal quantiles | extreme value theory | quantile regression | stock price crashes | Börsenkurs | Share price | Finanzkrise | Financial crisis | Risikomaß | Risk measure | Ausreißer | Outliers | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2023.2241223 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014420354