The Behavior of Extreme and Cumulative Stock Price Random Variables during the Crisis Periods-A Study of Nifty 50 Stocks
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More about this item
Keywords
Cumulative and Extreme prices; Financial Crises; Normal domain; Stable domain; Tail index;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C89 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other
- G00 - Financial Economics - - General - - - General
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