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Extreme value modelling of Ghana stock exchange index
Modelling of extreme events has always been of interest in fields such as hydrology and meteorology. However, after the recent global financial crises, appropriate models for modelling of such rare events leading to these crises have become quite essential in the finance and risk management fields....
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2015
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4643072/ https://www.ncbi.nlm.nih.gov/pubmed/26587364 http://dx.doi.org/10.1186/s40064-015-1306-y |