Work

Unexpected tails in risk measurement: Some international evidence

Year: 2013

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2013.07.022

Author: Konstantinos Tolikas

Institution: Cardiff University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1993615052

FWCI: 3.388

Cites: 39

Cited by: 31

Related to: 10