Title of article
Testing for differences in the tails of stock-market returns
Author/Authors
Eric Jondeau، نويسنده , , Michael Rockinger، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
23
From page
559
To page
581
Keywords
Emerging markets , Generalized extreme value distribution , Stock-market return , Extreme value theory
Journal title
Journal of Empirical Finance
Serial Year
2003
Journal title
Journal of Empirical Finance
Record number
130750
Link To Document