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;
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;