The asymptotics of extreme returns in the Australian stock market
Fulltext not available
MetadataShow full item record
No Abstract available.
Jeyasreedharan, N. and Lakshman, A. and Yatawara, N. 2009. The asymptotics of extreme returns in the Australian stock market, in Social Science Research Network (ed), The 22nd Australasian Finance & Banking Conference 2009, Dec 16 2009, pp. 1-28. Sydney, Australia: Social Science Electronic Publishing.
Proceedings of 22nd Australasian finance & banking conference 2009
School of Economics and Finance