Extreme value theory – an application to the South African equity market
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Date
Authors
Wentzel, D.C.
Journal Title
Journal ISSN
Volume Title
Publisher
Investment Analysts Society of Southern Africa
Abstract
No abstract available
Description
Keywords
Market movements, South African equity market
Sustainable Development Goals
Citation
Wentzel, DC & Maré, E 2007, ‘Extreme value theory – an application to the South African equity market’, Investment Analysts Journal, no. 66, pp. 1-5. [http://www.journals.co.za/ej/ejour_invest.html]