Extreme value theory – an application to the South African equity market

dc.contributor.authorWentzel, D.C.
dc.date.accessioned2009-01-16T06:52:47Z
dc.date.available2009-01-16T06:52:47Z
dc.date.issued2007
dc.description.abstractNo abstract availableen_US
dc.identifier.citationWentzel, 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]en_US
dc.identifier.issn1029-3523
dc.identifier.urihttp://hdl.handle.net/2263/8616
dc.language.isoenen_US
dc.publisherInvestment Analysts Society of Southern Africaen_US
dc.rightsInvestment Analysts Society of Southern Africaen_US
dc.subjectMarket movementsen_US
dc.subjectSouth African equity marketen_US
dc.titleExtreme value theory – an application to the South African equity marketen_US
dc.typeArticleen_US

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