
Exchange market pressure in South Africa and Kenya: An analysis using parametric and non-parametric extreme value theory
Author(s) -
PieterHenk Boer,
Elias Munapo,
Martin Chanza,
Issaah A. Mhlanga
Publication year - 2019
Publication title -
journal of economic and financial sciences
Language(s) - English
Resource type - Journals
eISSN - 2312-2803
pISSN - 1995-7076
DOI - 10.4102/jef.v12i1.202
Subject(s) - parametric statistics , econometrics , value (mathematics) , economics , financial economics , extreme value theory , semiparametric model , statistics , nonparametric statistics , mathematics