An analysis of the distribution of extremes in indices of share returns in the US, UK and Japan from 1963 to 2000-Reference-Cited by-同舟云学术

An analysis of the distribution of extremes in indices of share returns in the US, UK and Japan from 1963 to 2000

Published:2006 Issue:2 Volume:11 Page:97-113
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J. Fin. Econ.

Author:

Gettinby G. D.,Sinclair C. D.,Power D. M.,Brown R. A.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference38 articles.

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