Extreme value theory – an application to the South African equity market
| dc.contributor.author | Wentzel, D.C. | |
| dc.date.accessioned | 2009-01-16T06:52:47Z | |
| dc.date.available | 2009-01-16T06:52:47Z | |
| dc.date.issued | 2007 | |
| dc.description.abstract | No abstract available | en_US |
| dc.identifier.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] | en_US |
| dc.identifier.issn | 1029-3523 | |
| dc.identifier.uri | http://hdl.handle.net/2263/8616 | |
| dc.language.iso | en | en_US |
| dc.publisher | Investment Analysts Society of Southern Africa | en_US |
| dc.rights | Investment Analysts Society of Southern Africa | en_US |
| dc.subject | Market movements | en_US |
| dc.subject | South African equity market | en_US |
| dc.title | Extreme value theory – an application to the South African equity market | en_US |
| dc.type | Article | en_US |