Extreme Value Theory and Fat Tails in Equity Markets
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More about this item
KeywordsExtreme value theory; fat tails; emerging markets;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-11-19 (All new papers)
- NEP-FIN-2005-11-19 (Finance)
- NEP-FMK-2005-11-19 (Financial Markets)
- NEP-RMG-2005-11-19 (Risk Management)
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