The distribution of the extreme daily share returns in the Athens stock exchange
Year of publication: |
2006
|
---|---|
Authors: | Tolikas, Konstantinos ; Brown, Richard |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 12.2006, 1, p. 1-22
|
Publisher: |
Taylor & Francis Journals |
Subject: | Extreme value theory | L-moments | probability weighted moments | anderson-darling goodness of fit test | generalised extreme value distribution | generalised logistic distribution |
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