Reexamining the likelihood of extreme returns in international stock market
Year of publication: |
2015
|
---|---|
Authors: | Wang, Yun-Yi ; Kao, Tzu-Chuan ; Lin, Chu-Hsiung ; Wei, Tsun-Jen |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 12.2015, 4, p. 106-114
|
Subject: | extreme value theory | likelihood of extreme returns | test of tail index consistency | Kapitaleinkommen | Capital income | Ausreißer | Outliers | Schätztheorie | Estimation theory | Aktienindex | Stock index | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | Welt | World | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
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