Nihal Dayaratne Yatawara

Curtin University of Technology

Dr

Bentley, WA 6148

Australia

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Scholarly Papers (1)

1.

The Asymptotics of Extreme Returns in the Australian Stock Market

22nd Australasian Finance and Banking Conference 2009
Number of pages: 28 Posted: 25 Aug 2009
Nagaratnam Jeyasreedharan, Lakshman Alles and Nihal Dayaratne Yatawara
University of Tasmania, Curtin University of Technology - Department of Finance and Curtin University of Technology
Downloads 87 (288,031)

Abstract:

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Order statistics, extreme value theory, thin-tails and fat-tails