Extremal quantiles and stock price crashes

Published 2023 View Full Article

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Title
Extremal quantiles and stock price crashes
Authors
Keywords
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Journal
Econometric Reviews
Volume 42, Issue 9-10, Pages 703-724
Publisher
Informa UK Limited
Online
2023-08-21
DOI
10.1080/07474938.2023.2241223
References
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