Extreme value analysis for emerging African markets

Saralees Nadarajah (), Stephen Chan and Emmanuel Afuecheta

Quality & Quantity: International Journal of Methodology, 2014, vol. 48, issue 3, 1347-1360

Abstract: 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. Copyright Springer Science+Business Media Dordrecht 2014

Keywords: Africa; Generalized extreme value distribution; Trends (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s11135-013-9840-6

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