Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach
Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, 2021, p.31-64The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021 ;ISBN: 9783030541071 ;ISBN: 303054107X ;EISBN: 9783030541088 ;EISBN: 3030541088 ;DOI: 10.1007/978-3-030-54108-8_2
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