Browsing School of Mathematical & Computational Sciences by Subject "blended generalised extreme value distribution"

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Review of extreme value theory with application to the Johannesburg Stock Exchange financial market data

Metwane, Maashele Kholofelo (2023)

The financial sector is vital to the economy as it encourages economic growth. Therefore, modelling the extremes and risk management of financial stock returns and losses is vital to economic survival. However, with ...