Extreme Events: Summary

Extreme events - A Summary [8]

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Bullet points include: Average extent to which tail exceeds expected level (average of 6 most extreme outcomes). Downside (%),Upside (%),Unadj, Adj for vol, Unadj, Adj for vol, FTSE All-Share (in GBP),S&P 500 (in USD),FTSE Eur ex UK (in EUR),Topix (in JPY)

Bullet points include: Average extent to which tail exceeds expected level (average of 6 most extreme outcomes). Downside (%),Upside (%),Unadj, Adj for vol, Unadj, Adj for vol, FTSE All-Share (in GBP),S&P 500 (in USD),FTSE Eur ex UK (in EUR),Topix (in JPY)

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