Extreme risk in resource indices and the generalized logistic distribution
Year of publication: |
March/April 2017
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Authors: | Huang, Chun-Kai ; Pather, Venelle ; Hammujuddy, Jahvaid ; Chinhamu, Knowledge |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 33.2017, 2, p. 283-296
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Subject: | Extreme Value | Generalized Logistic Distribution | Value-at-Risk | Expected Shortfall | Resource Indices | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers |
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