Pro‐cyclicality beyond business cycle
Author:
Affiliation:
1. ESSEC Business School, CREAR Cergy‐Pontoise France
2. Sorbonne University, LPSM Paris France
3. Prime Re Solutions Zug Switzerland
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12369
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5. Bos C. &Janus P.(2013).A quantile‐based realized measure of variation: New tests for outlying observations in financial data[Discussion paper 13‐155/III]. Tinbergen Institute.http://papers.tinbergen.nl/13155.pdf
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