An application of extreme value theory in modelling extreme share returns

Tolikas, Konstantinos ORCID: https://orcid.org/0000-0001-8281-0709 2008. An application of extreme value theory in modelling extreme share returns. 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:	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
Related URLs:	Publisher
Last Modified:	20 Oct 2022 08:06
URI:	https://orca.cardiff.ac.uk/id/eprint/27252

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