Using the generalized Pareto and Pearson type-iv distributions to measure value-at-risk for the daily South African mining index
R. Chifurira and K. Chinhamu
| Year of publication: |
April 2017
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|---|---|
| Authors: | Chifurira, R. ; Chinhamu, K. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 41.2017, 1, p. 33-54
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| Subject: | Südafrika | South Africa | Risikomaß | Risk measure | Bergbau | Mining | Theorie | Theory |
| 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/10011723805