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EVT and tail-risk modelling: Evidence from market indices and volatility series

EVT and tail-risk modelling: Evidence from market indices and volatility series

Allen, David E.; Singh, Abhay K.; Powell, Robert J.
  • 期刊名称The North American Journal of Economics and Finance
  • 作者Allen, David E.; Singh, Abhay K.; Powell, Robert J.
  • 卷第26卷
  • 印刷ISSN1062-9408
  • 文件大小2040.06KB
  • 发表时间2013-12
  • DOI10.1016/j.najef.2013.02.010
  • 页码355-369
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