Identification of asset price misalignments on financial markets with extreme value theory
Narcisa Kadlčáková; Luboš Komárek; Zlatuše Komárková; Michal Hlaváček
| Year of publication: |
2013
|
|---|---|
| Authors: | Kadlčáková, Narcisa ; Komárek, Luboš ; Komárková, Zlatuše ; Hlaváček, Michal |
| Publisher: |
Praha : Czech National Bank |
| Subject: | Finanzmarkt | Financial market | Börsenkurs | Share price | CAPM | Ausreißer | Outliers | Kapitalmarkttheorie | Financial economics |
| Extent: | Online-Ressource (58 S.) graph. Darst. |
|---|---|
| Series: | Working paper series / Czech National Bank. - Praha, ZDB-ID 2198505-4. - Vol. 14/2013 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010417884