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.

Библиографические подробности
Опубликовано в::Review of financial economics V. 23, 3 (2013).
Главный автор: Karmakar, Madhusudan
Формат: Статья
Язык:English
Предметы:
Risk assessment.
Securities markets.
Rates of return.