๐”– Bobbio Scriptorium
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From Need to Affordability: An Analysis of UK Housing Objectives

โœ Scribed by Whitehead, Christine

Book ID
127021261
Publisher
SAGE Publications
Year
1991
Tongue
English
Weight
272 KB
Volume
28
Category
Article
ISSN
0042-0980

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An analysis of the distribution of extre
An analysis of the distribution of extremes in indices of share returns in the US, UK and Japan from 1963 to 2000
โœ G. D. Gettinby; C. D. Sinclair; D. M. Power; R. A. Brown ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 190 KB

## Abstract This paper seeks to characterize the distribution of extreme returns for US, UK and Japanese equity indices over the years 1963โ€“2000. In particular, the suitability of the following distributions is investigated: Normal, Frechet, Gumbel, Weibull, Generalized Extreme Value (GEV), General