Open AccessThe Distribution Analysis for Extreme Returns of Nikkei 225 Index: Based on the Extreme Value Distribution of GEV and GL
Author(s) -
Yuan An,
Ernest Agyemang Duah
Publication year - 2017
Publication title -
archives of business research
Language(s) - English
Resource type - Journals
ISSN - 2054-7404
DOI - 10.14738/abr.51.2653
Subject(s) - extreme value theory , generalized extreme value distribution , generalized pareto distribution , econometrics , logistic distribution , distribution (mathematics) , value at risk , index (typography) , mathematics , heavy tailed distribution , pareto distribution , statistics , economics , logistic regression , probability distribution , computer science , risk management , finance , mathematical analysis , world wide web
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