Extreme downside risk and market turbulence (Q5212065)
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scientific article; zbMATH DE number 7157433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme downside risk and market turbulence |
scientific article; zbMATH DE number 7157433 |
Statements
Extreme downside risk and market turbulence (English)
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24 January 2020
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downside risk
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tail risk
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Markov switching
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value-at-risk
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leverage effect
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volatility feedback effect
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