Extreme Values Modelling of Nairobi Securities Exchange Index
نویسندگان
چکیده
منابع مشابه
Extreme value modelling of Ghana stock exchange index
Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields. This paper models the extreme values of the Ghana stock exchange all-shares index (2000-2010) by ...
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ژورنال
عنوان ژورنال: American Journal of Theoretical and Applied Statistics
سال: 2016
ISSN: 2326-8999
DOI: 10.11648/j.ajtas.20160504.20