Open AccessExtreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
Author(s) -
Kurt Brännäs,
Shahiduzzaman Quoreshi,
Ola Simonsen
Publication year - 2003
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.357882
Subject(s) - series (stratigraphy) , stock (firearms) , econometrics , extreme value theory , economics , financial economics , mathematics , statistics , geography , geology , paleontology , archaeology
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