An Improved Estimator for the Systematic Risk Under Extremely Adverse Market Conditions

Additional Metadata
Keywords	extreme value theory; bias correction; tail dependence; systematic tail risk
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/53542
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Aksoy, B.B. (2020, November 13). An Improved Estimator for the Systematic Risk Under Extremely Adverse Market Conditions. Econometrie. Retrieved from http://hdl.handle.net/2105/53542

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