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Search Results for Collection: College of Business and Law
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(Elsevier Science, 2006-12)This paper applies the extreme-value (EV) generalised pareto distribution to the extreme tails of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts. It then uses tail estimators ...
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(Taylor & Francis, 2006)This letter uses the Block Maxima Extreme Value approach to quantify catastrophic risk in international equity markets. Risk measures are generated from a set threshold of the distribution of returns that avoids the pitfall ...
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(Institute of Chartered Accountants in Ireland, 2006)
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(Fintel, 2006-09)
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(Business & Finance Media Group, 2006-01)
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(Institute of Chartered Accountants in Ireland, 2006)
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(Institute of Bankers in Ireland, 2006)
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(Institute of Chartered Accountants in Ireland, 2006)
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(Elsevier Science, 2006)
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(Institute of Chartered Accountants in Ireland, 2006)