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The effect of extreme value distributions on market risk estimation
Thesis   Open access

The effect of extreme value distributions on market risk estimation

Donovan Beytell
MCom, University of Johannesburg
2016
Handle:
https://hdl.handle.net/10210/215607

Abstract

Risk management - South Africa GARCH model Stock exchanges - South Africa
Please refer to full text to view abstract M.Com. (Financial Economics)
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