How unlucky is 25-Sigma?

Kevin Dowd, John Cotter, Christopher Humphrey and Margaret Woods

Centre for Financial Markets Working Papers from Research Repository, University College Dublin

Keywords: Distribution (Probability theory); Financial crises--Econometric models; Global Financial Crisis, 2008-2009 (search for similar items in EconPapers)
Date: 2008-03
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Related works:
Working Paper: How Unlucky is 25-Sigma? (2011)
Working Paper: How Unlucky is 25-Sigma? (2010)
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