Modeling the distribution of extreme returns in the Chinese stock market
Year of publication: |
January 2015
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Authors: | Hussain, Saiful Izzuan ; Li, Steven |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 34.2015, p. 263-276
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Subject: | Chinese stock market | Extreme value theory | Extreme returns | Risk management | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | China | Risikomanagement | Ausreißer | Outliers | Schätzung | Estimation | Volatilität | Volatility | Statistische Verteilung | Statistical distribution |
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