Title of article
The magnitude of a market crash can be predicted
Author/Authors
S.Y. Novak، نويسنده , , J. Beirlant، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
10
From page
453
To page
462
Keywords
Expected shortfall , Heavy tails , Value-at-Risk
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193829
Link To Document