Extreme risk in resource indices and the generalized logistic distribution
Chun-Kai Huang, Venelle Pather, Jahvaid Hammujuddy, Knowledge Chinhamu
| 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 | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.19030/jabr.v33i2.9899 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673879