When the U.S. Stock Market Becomes Extreme?
Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics. As a response, extreme value theory (EVT) provides a set of ready-made approaches to risk management analysis. However, EV...
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| Format: | Article |
| Language: | English |
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MDPI AG
2014-05-01
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| Series: | Risks |
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| Online Access: | http://www.mdpi.com/2227-9091/2/2/211 |