Modelling Extremes of the Johannesburg Stock Exchange Industrial Index (J520) using the Generalised Pareto Distribution.

Name: Modelling Extremes of the Johannesburg Stock Exchange Industrial Index (J520) using the Generalised Pareto Distribution.
Creator: Delson Chikobvu
Published: 2018-08-06T00:00:00+08:00

Figshare2018-08-06 更新2026-04-08 收录

金融极端风险分析

极值理论建模

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资源简介：

Financial Index for the Johannesburg Stock Exchange Industrial Index (J520) period 1995 to 2018

提供机构：

Delson Chikobvu

创建时间：

2018-08-06

Modelling Extremes of the Johannesburg Stock Exchange Industrial Index (J520) using the Generalised Pareto Distribution.

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