Estimating the tails application of EVT in Indian capital market / Roy, Malay Ka

By: Roy, Malay Kanti
Material type: ArticleArticlePublisher: 2011Description: 215 - 232Subject(s): Indian Capital Market | Generalized Pareto Distribution | Hill Estimation | Mean Excess Function | Pareto Distribution | Evt | Extreme Value Theory In: Prajnan: Journal of Social and Management Sciences
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Item type Current location Call number Vol info Status Date due Barcode
Articles Articles Ahmedabad (HO)
(Browse shelf) Vol. 40, Issue. 3 Available 016655

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