Reexamining the likelihood of extreme returns in international stock market
Yun-Yi Wang, Tzu-Chuan Kao, Chu-Hsiung Lin, Tsun-Jen Wei
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, Yun-Yi ; Kao, Tzu-Chuan ; Lin, Chu-Hsiung ; Wei, Tsun-Jen |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 12.2015, 4, p. 106-114
|
| Subject: | extreme value theory | likelihood of extreme returns | test of tail index consistency | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Ausreißer | Outliers | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Aktienindex | Stock index | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011575057