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 APA Style APA-ALL Style AAA 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). An Improved Estimator for the Systematic Risk Under Extremely Adverse Market Conditions. In Econometrie.http://hdl.handle.net/2105/53542

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