مرکز منطقه ای اطلاع رساني علوم و فناوري - The choice of the distribution of asset returns: How extreme value theory can help?

Title of article :

The choice of the distribution of asset returns: How extreme value theory can help?

Author/Authors :

François Longin، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

1017

To page :

1035

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193721

Link To Document :