Extreme value analysis for emerging African markets

被引：2

作者：

Nadarajah, Saralees ^{[1
]}

Chan, Stephen ^{[1
]}

Afuecheta, Emmanuel ^{[1
]}

机构：

[1] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England

来源：

QUALITY & QUANTITY | 2014年 / 48卷 / 03期

关键词：

Africa; Generalized extreme value distribution; Trends; GLOBAL FINANCIAL CRISIS; CLIMATE-CHANGE; IMPACT; RISK;

D O I：

10.1007/s11135-013-9840-6

中图分类号：

C [社会科学总论];

学科分类号：

03 ; 0303 ;

摘要：

For the first time, an extreme value analysis is provided for financial data from Africa. The results of analysis show evidence of emerging economies in Africa.

引用

页码：1347 / 1360

页数：14

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