IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK‐OVER‐THRESHOLD APPROACH
| Year of publication: |
2012
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|---|---|
| Authors: | MWAMBA, JOHN MUTEBA |
| Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 2812496. - Vol. 80.2012, 4, p. 459-472
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