Identification of asset price misalignments on financial markets with extreme value theory
Narcisa Kadlcakova, Lubos Komarek, Zlatuse Komarkova, and Michal Hlavacek
| Year of publication: |
2016
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| Authors: | Kadlcakova, Narcisa ; Komárek, Luboš ; Komarkova, Zlatuse ; Hlaváček, Michal |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 10/12, p. 2595-2609
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| Subject: | cointegration | concurrence of extreme values | extreme value theory | financial market | Finanzmarkt | Financial market | Ausreißer | Outliers | Theorie | Theory | Risikomaß | Risk measure | Börsenkurs | Share price | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1087792 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011675444