Work

Estimation of tail‐related risk measures in the Indian stock market: An extreme value approach

Year: 2013

Type: article

Source: Review of Financial Economics

DOI: 10.1016/j.rfe.2013.05.001

Author: Madhusudan Karmakar

Institution: Indian Institute of Management Lucknow

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2026536621

FWCI: 4.082

Cites: 27

Cited by: 22

Related to: 10