Open AccessExtreme Value Analysis and Risk Assessment: A Case of Pakistan Stock Market
Author(s) -
Muhammad Sheraz,
Nasir Imran,
Silvia Dedu
Publication year - 2021
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.258
H-Index - 18
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/55.3.21.01
Subject(s) - stock market , actuarial science , risk analysis (engineering) , value at risk , extreme value theory , financial economics , business , economics , econometrics , statistics , risk management , mathematics , geography , finance , context (archaeology) , archaeology