How Unlucky is 25-Sigma?

Kevin Dowd, Margaret Woods, John Cotter and Chris Humphrey
Additional contact information
Kevin Dowd: Centre for Risk and Insurance Studies, Nottingham University Business School
Chris Humphrey: School of Accounting and Finance, University of Manchester

No 200838, Working Papers from Geary Institute, University College Dublin

Pages: 8 pages
Date: 2010-04-13
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.ucd.ie/geary/static/publications/workingpapers/gearywp200838.pdf First version, 2008 (application/pdf)

Related works:
Working Paper: How Unlucky is 25-Sigma? (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ucd:wpaper:200838

Access Statistics for this paper

More papers in Working Papers from Geary Institute, University College Dublin Contact information at EDIRC.
Bibliographic data for series maintained by Geary Tech ().