Open AccessModeling Bank of Kigali Stock Risks in Rwanda Stock Exchange Using Extreme Value Distribution
Author(s) -
Katu Daniel Edem,
Marcel Ndengo
Publication year - 2021
Publication title -
journal of financial risk management
Language(s) - English
Resource type - Journals
eISSN - 2167-9541
pISSN - 2167-9533
DOI - 10.4236/jfrm.2021.103013
Subject(s) - generalized pareto distribution , extreme value theory , quantile , value at risk , stock (firearms) , stock exchange , econometrics , expected shortfall , economics , actuarial science , gumbel distribution , statistics , risk management , mathematics , finance , geography , archaeology
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