Analysis of stock exchange risk and currency in South African financial markets using stable parameter estimation

Kimera Naradh, Retius Chifurira, Knowledge Chinhamu

Year of publication:	2022
Authors:	Naradh, Kimera ; Chifurira, Retius ; Chinhamu, Knowledge
Published in:	International journal of finance & banking studies : JJFBS. - Istanbul : [Verlag nicht ermittelbar], ISSN 2147-4486, ZDB-ID 2724514-7. - Vol. 11.2022, 1, p. 120-131
Subject:	Stable distributions \| Nolan's S0-parameterization \| Stable parameter estimation \| VaR \| Kupiec likelihood ratio test \| Schätztheorie \| Estimation theory \| Südafrika \| South Africa \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation \| Statistische Verteilung \| Statistical distribution \| Wechselkurs \| Exchange rate \| Börsenkurs \| Share price

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