Risk and Dependence Analysis of Australian Stock Market - The Case of Extreme Value Theory
Singh, Abhay Kumar; Allen, David E.; Powell, Robert J.
- 期刊名称SSRN Electronic Journal
- 作者Singh, Abhay Kumar; Allen, David E.; Powell, Robert J.
- 电子ISSN1556-5068
- 文件大小1777.66KB
- 发表时间2012
- DOI10.2139/ssrn.2136294