Estimation of tail-related risk measures in the Indian stock market: An extreme value approach
Year of publication: |
2013
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Authors: | Karmakar, Madhusudan |
Published in: |
Review of financial economics : RFE. - Amsterdam [u.a.] : Elsevier, ISSN 1058-3300, ZDB-ID 11164773. - Vol. 22.2013, 3, p. 79-85
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