Modeling the distribution of extreme returns in the Chinese stock market
Saiful Izzuan Hussain, Steven Li
| Year of publication: |
January 2015
|
|---|---|
| Authors: | Hussain, Saiful Izzuan ; Li, Steven |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 34.2015, p. 263-276
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| Subject: | Chinese stock market | Extreme value theory | Extreme returns | Risk management | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Risikomanagement | Ausreißer | Outliers | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2014.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474577