Long-term asset tail risks in developed and emerging markets
Stefan Straetmans; Bertrand Candelon
| Year of publication: |
2013
|
|---|---|
| Authors: | Straetmans, Stefan ; Candelon, Bertrand |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 6, p. 1832-1844
|
| Subject: | Tail index | Extreme value analysis | Endogenous stability test | Finite sample properties | Bootstrap | Schwellenländer | Emerging economies | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009741911