Work

Intraday risk management in International stock markets: A conditional EVT approach

Year: 2015

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2015.11.008

Authors: Madhusudan Karmakar, Samit Paul

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: W2173394772

FWCI: 1.276

Cites: 48

Cited by: 22

Related to: 10