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.

Detaylı Bibliyografya
Yayımlandı:Review of financial economics V. 23, 3 (2013).
Yazar: Karmakar, Madhusudan
Materyal Türü: Makale
Dil:English
Konular:
Risk assessment.
Securities markets.
Rates of return.