Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory
Year of publication: |
2013
|
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Authors: | Singh, Abhay Kumar |
Other Persons: | Allen, David E. (contributor) ; Powell, Robert J. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Australien | Australia | Aktienmarkt | Stock market | Börsenkurs | Share price | Ausreißer | Outliers | Risiko | Risk |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 25, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2136294 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G10 - General Financial Markets. General ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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