Extreme downside risk and market turbulence

Extreme downside risk and market turbulence

Harris, Richard D. F., Nguyen, Linh H., Stoja, Evarist
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2019.1614652
Date:
June, 2019
File:
PDF, 1.04 MB
english, 2019
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