Estimation of tail-related risk measures in the Indian stock market An extreme value approach.

Estimation of tail-related risk measures in the Indian stock market An extreme value approach.

Bibliografische gegevens
Gepubliceerd in:Review of financial economics V. 23, 3 (2013).
Hoofdauteur: Karmakar, Madhusudan
Formaat: Artikel
Taal:English
Onderwerpen:
Risk assessment.
Securities markets.
Rates of return.