IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH
| Year of publication: |
2012
|
|---|---|
| Authors: | MWAMBA, JOHN MUTEBA |
| Published in: |
South African Journal of Economics. - Economic Society of South Africa - ESSA, ISSN 0038-2280. - Vol. 80.2012, 4, p. 459-472
|
| Publisher: |
Economic Society of South Africa - ESSA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010642965