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]