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Periodical article Periodical article Leiden University catalogue Leiden University catalogue WorldCat catalogue WorldCat
Title:Implementing a robust risk model for South African equity markets: a peak-over-threshold approach
Author:Muteba Mwamba, John
Year:2012
Periodical:South African Journal of Economics (ISSN 0038-2280)
Volume:80
Issue:4
Pages:459-472
Language:English
Geographic term:South Africa
Subjects:financial market
risk
economic models
External link:https://onlinelibrary.wiley.com/doi/10.1111/j.1813-6982.2012.01319.x/pdf
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