Estimating the tails

Bibliographic Details
Main Author:	Roy, Malay Kanti
Format:	Article
Language:	English
Published:	2011
Subjects:	Indian Capital Market Generalized Pareto Distribution Hill Estimation Mean Excess Function Pareto Distribution Evt Extreme Value Theory


LEADER	00613nab a22001937a 4500
008	160615b2011 xxu\|\|\|\|\| \|\|\|\| 00\| 0 eng d
100		\|a Roy, Malay Kanti
245		\|a Estimating the tails \|c application of EVT in Indian capital market / Roy, Malay Ka
260		\|c 2011
300		\|a 215 - 232
650		\|a Indian Capital Market
650		\|a Generalized Pareto Distribution
650		\|a Hill Estimation
650		\|a Mean Excess Function
650		\|a Pareto Distribution
650		\|a Evt
650		\|a Extreme Value Theory
773		\|a Prajnan: Journal of Social and Management Sciences \|d Oct - Dec
999		\|c 40188 \|d 40188

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