Estimates of the likelihood of extreme returns in international stock markets

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.27, Iss.1, 2000-01, pp. : 119-130

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Non-traditional analysis of stock returns

By Kaboudan M. A.

Journal of Applied Statistics, Vol. 24, Iss. 6, 1997-12 ,pp. : 671-688

Taylor & Francis Ltd

Access to resources Recommend Favorite

Penalized likelihood inference in extreme value analyses

By Pauli F. Coles S.

Journal of Applied Statistics, Vol. 28, Iss. 5, 2001-07 ,pp. : 547-560

Taylor & Francis Ltd

Access to resources Recommend Favorite

Maximum Likelihood Estimates for the Schnabel Census with Plants

By Goudie I. B. J. Gormley R.

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 20, 2013-10 ,pp. : 3704-3715

Taylor & Francis Ltd

Access to resources Recommend Favorite

Do stock returns have an Archimedean copula?

By Trede Mark Savu Cornelia

Journal of Applied Statistics, Vol. 40, Iss. 8, 2013-08 ,pp. : 1764-1778

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimation of the Bias of the Maximum Likelihood Estimators in an Extreme Value Context

By Beirlant Jan Geffray Ségolen Guillou Armelle

Communications in Statistics: Theory and Methods, Vol. 40, Iss. 22, 2011-11 ,pp. : 3959-3971

Taylor & Francis Ltd

Access to resources Recommend Favorite