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An application of extreme value theory in modelling extreme share returns

Tolikas, Konstantinos 2008. An application of extreme value theory in modelling extreme share returns. In: Moutinho, Luiz and Huarng, Kun-Huang eds. Advances in Doctoral Research in Management, Vol. 2. Singapore: World Scientific Books, pp. 19-46.

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Item Type: Book Section
Date Type: Publication
Status: Published
Schools: Business (Including Economics)
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HD Industries. Land use. Labor
H Social Sciences > HF Commerce
Publisher: World Scientific Books
ISBN: 9812778659
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Last Modified: 23 Oct 2017 09:59
URI: http://orca.cardiff.ac.uk/id/eprint/27252

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