SSRNTrading, Microstructure & Execution
Superkurtosis in Trading
Traditional risk measures may underestimate losses in intraday trading, posing a risk to financial market stability.
Featured in No. 41 on 20 Mar 2024 ·
- Released
- 1 Apr 2023
- First featured
- No. 41 · 20 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4764769
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).