Extreme observations in developed and emerging equity markets
Year of publication: |
2006-07-04
|
---|---|
Authors: | Grau-Carles, Pilar |
Institutions: | Society for Computational Economics - SCE |
Subject: | Extreme Value Theoy | Bootstrap | Tail index | Emerging Markets |
-
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-Zhong, (2015)
-
DUFOUR, Jean-Marie, (2003)
-
BOUEZMARNI, Taoufik, (2009)
- More ...
-
Test for long memory processes. A bootstrap approach
Grau-Carles, Pilar, (2004)
-
Different risk-adjusted fund performance measures: a comparison
Grau-Carles, Pilar, (2009)
-
Different risk-adjusted fund performance measures : a comparison
Grau Carles, Pilar, (2009)
- More ...