The Risk Analysis and Modeling of Byco Petroleum in Pakistan Using Extreme Value Theory

The extreme value theory (EVT) has been used to model and measure the distribution of extreme minima of Byco Petroleum in the Pakistan stock market over the period from 2005 to 2012. This paper covers the investigation of distributions that are mostly used in finance including the generalized extrem...

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Veröffentlicht in:	Mathematical problems in engineering 2021, Vol.2021, p.1-9
Hauptverfasser:	Syed, Zishan Ali, Ahmed Almazah, Mohammad Mohammad, Iqbal, Zahid, Khan, Ghulam Raza
Format:	Artikel
Sprache:	eng
Schlagworte:	Datasets Economic crisis Extreme value theory Extreme values Fixed exchange rates Goodness of fit Logistics Market positioning Monte Carlo simulation Normal distribution Random variables Risk analysis Securities markets Statistical tests Stock exchanges
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