Modelling catastrophic risk in international equity markets : an extreme value approach
John Cotter
| Year of publication: |
2006
|
|---|---|
| Authors: | Cotter, John |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 1, p. 13-17
|
| Subject: | Aktienmarkt | Stock market | Katastrophe | Disaster | Risiko | Risk | Internationaler Finanzmarkt | International financial market | Ausreißer | Outliers | Volatilität | Volatility | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| 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/10003301507