Value at risk in the South African equity market : a view from the tails
Year of publication: |
2010
|
---|---|
Authors: | Milwidsky, C. ; Maré, E. |
Published in: |
South African journal of economic and management sciences. - Pretoria : [Verlag nicht ermittelbar], ISSN 1015-8812, ZDB-ID 1495819-3. - Vol. 13.2010, 3, p. 345-361
|
Subject: | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Südafrika | South Africa | 1998-2008 |
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