Analysis of the distribution of extremes in indices of share returns in the US UK and Japan from 1963 to 2000

Gettinby, G.D. et al.

Analysis of the distribution of extremes in indices of share returns in the US UK and Japan from 1963 to 2000 J5276 2006 - 2006 - 97-113 V. 11 Issue. 2


Finance and Economics

Extreme returns;Distribution;Value at risk;

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