References
Getmansky, Mila, Andrew W. Lo, and Igor Makarov. 2003. An econometric model of serial correlation and illiquidity in hedge fund returns. Working paper, MIT Laboratory for Financial Engineering.
Hull, John. 2008. Options, futures, and other derivatives, 7th ed. Upper Saddle River, NJ: Prentice-Hall, 501.
Reinhart, Carmen, and Kenneth Rogoff. 2009. This time is different: Eight centuries of financial folly. Princeton, NJ: Princeton University Press.
Sullivan, Rodney, Steven Peterson, and David Waltenbaugh. 2010. Measuring global systemic risk: What are markets saying about risk? Journal of Portfolio Management 37(1).
Taleb, Nicholas Nassim. 2007. The black swan: The impact of the highly improbable. New York: Random House.
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