An analysis of the distribution of extremes in indices of share returns in the US, UK and Japan from 1963 to 2000
G. D. Gettinby, C. D. Sinclair, D. M. Power and R. A. Brown
| Year of publication: |
2006
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|---|---|
| Authors: | Gettinby, G. D. ; Sinclair, C. Donald ; Power, David M. ; Brown, Richard A. |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 11.2006, 2, p. 97-113
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| Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | USA | United States | Großbritannien | United Kingdom | Japan | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | 1963-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003322571