Managing extreme risk in some major stock markets : an extreme value approach
Madhusudan Karmakar; Girja K. Shukla
| Year of publication: |
2015
|
|---|---|
| Authors: | Karmakar, Madhusudan ; Shukla, Girja K. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 35.2015, p. 1-25
|
| Subject: | Extreme Value Theory | Peak over threshold method | Conditional EVT | Value-at-Risk | Risikomaß | Risk measure | Ausreißer | Outliers | Aktienmarkt | Stock market | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011333727