Extreme Value Distributions on Closing Quotations and Returns of Islamabad Stock Exchange
Muhammad Anas, Nasir Jamal, Muhammad Hanif & Usman Shahzad · Asian Journal of Advanced Research and Reports · 2019
This study is an experimental test done on the secondary data of banking sector of Islamabad Stock Exchange for year 2017 and applied different techniques on the given data record by using Generalized Extreme Value Distribution (GEV), Gumble Distribution (GBL), Generalized Pareto...
Open access
Research Article
10.9734/ajarr/2019/v5i430140