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.

Bibliografiset tiedot
Julkaisussa:Review of financial economics V. 23, 3 (2013).
Päätekijä: Karmakar, Madhusudan
Aineistotyyppi: Artikkeli
Kieli:English
Aiheet:
Risk assessment.
Securities markets.
Rates of return.