Modelling extreme returns in Chinese stock market using extreme value theory and copula approach /

Saiful Izzuan Hussain,

Modelling extreme returns in Chinese stock market using extreme value theory and copula approach / Saiful Izzuan Hussain. - x, 168 pages : illustrations ; 30 cm.

Thesis (Ph.D.) - RMIT University, 2016.

Hadiah


RMIT University--Dissertations.


Dissertations, Academic--Australia.
Stock exchanges.
Stock exchanges--China.

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