Value at Risk and extreme value theory : application to the Johannesburg Securities Exchange
R. Williams, J.D. van Heerden and W.J. Conradie
| Year of publication: |
April 2018
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|---|---|
| Authors: | Williams, R. ; Van Heerden, JD ; Conradie, W. J. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 42.2018, 1, p. 87-114
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| Subject: | Johannesburg Stock Exchange | Johannesburg | Risikomaß | Risk measure | Ausreißer | Outliers | Südafrika | South Africa | 1995-2014 |
| 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/10011919767