Gettinby, G.D. et al. <br/><br/>
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 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance and Economics
<br/><br/><label>Subjects--Index Terms: </label>Extreme returns;Distribution;Value at risk;