Estimating the tails application of EVT in Indian capital market / Roy, Malay Ka
By: Roy, Malay Kanti
Material type: ArticlePublisher: 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 SciencesItem type | Current location | Call number | Vol info | Status | Date due | Barcode |
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Articles | Ahmedabad (HO) | (Browse shelf) | Vol. 40, Issue. 3 | Available | 016655 |
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