Showing 1 - 10 of 16,336
Persistent link: https://www.econbiz.de/10012802552
Persistent link: https://www.econbiz.de/10012134816
Persistent link: https://www.econbiz.de/10014553639
Persistent link: https://www.econbiz.de/10013415082
Persistent link: https://www.econbiz.de/10014434886
Persistent link: https://www.econbiz.de/10003753531
Persistent link: https://www.econbiz.de/10001427658
Persistent link: https://www.econbiz.de/10009428242
Persistent link: https://www.econbiz.de/10001427627
The incidence of rare but extreme events appears to be significant in worldwide financial markets. In this chapter we apply extreme value theory (EVT) distributions to predict extreme losses of five South African (SA) financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing...
Persistent link: https://www.econbiz.de/10012604174