How Unlucky is 25-Sigma?
Posted: 21 May 2019
Date Written: March 24, 2008
How unlikely is a 25 sigma event?
JEL Classification: G01, G1
Suggested Citation: Suggested Citation
Dowd, Kevin and Cotter, John and Humphrey, Christopher and Woods, Margaret, How Unlucky is 25-Sigma? (March 24, 2008). https://doi.org/10.3905/jpm.2008.709984. Available at SSRN: https://ssrn.com/abstract=1517146 or http://dx.doi.org/10.2139/ssrn.1517146
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