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

Wentzel, D.C.2009-01-162009-01-162007Wentzel, 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]1029-3523http://hdl.handle.net/2263/8616No abstract availableenInvestment Analysts Society of Southern AfricaMarket movementsSouth African equity marketExtreme value theory – an application to the South African equity marketArticle