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Terrorism and the Railroads: Redefining Security in the Wake of 9/11

โœ Scribed by Jeremy F. Plant

Book ID
109224709
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
75 KB
Volume
21
Category
Article
ISSN
1541-132X

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## Abstract We apply extreme value analysis to US sectoral stock indices in order to assess whether tail risk measures like valueโ€atโ€risk and extremal linkages were significantly altered by 9/11. We test whether semiโ€parametric quantile estimates of โ€˜downside riskโ€™ and โ€˜upward potentialโ€™ have incre