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.

Bibliografski detalji
Izdano u:Review of financial economics V. 23, 3 (2013).
Glavni autor: Karmakar, Madhusudan
Format: Članak
Jezik:English
Teme:
Risk assessment.
Securities markets.
Rates of return.