Open AccessEvaluating risk in precious metal prices with generalised lambda, generalised pareto and generalised extreme value distributions
Author(s) -
Knowledge Chinhamu,
ChunKai Huang,
Delson Chikobvu
Publication year - 2022
Publication title -
south african statistical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.169
H-Index - 10
eISSN - 1996-8450
pISSN - 0038-271X
DOI - 10.37920/sasj.2017.51.1.9
Subject(s) - extreme value theory , generalized pareto distribution , value at risk , mathematics , econometrics , value (mathematics) , expected shortfall , pareto principle , statistics , lambda , estimation , precious metal , economics , metal , risk management , physics , chemistry , finance , management , organic chemistry , optics