Our comparison of negative and positive extreme-days indicates that negative extreme-days overweigh the positive extreme days.
Ahmed Naeem, Sarfraz Mudassira 2018, 'Stock Market Volatility Measure Using Non-Traditional Tool Case of Germany', Economics and Businesshttp://www.degruyter.com/view/j/eb.2018.32.issue-1/eb-2018-0010/eb-2018-0010.xml?format=INT. Retrieved from DOAJ CC BY 4.0 (https://creativecommons.org/licenses/by-sa/4.0/legalcode)