Also evident from Table 1.1 isthe fact that 1.9% of thedaily returns for the Saamp;P 500lieoutsidethe six sigma window which ... The followinggraphic, Figure 1.4, and the excerpted commentary, which comes from a Credit Suisse research note citedanbsp;...
|Title||:||Systemic Liquidity Risk and Bipolar Markets|
|Author||:||Clive M. Corcoran|
|Publisher||:||John Wiley & Sons - 2012-11-26|