The asymptotics of extreme returns in the Australian stock market
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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