Konstantinos Tolikas

University of Dundee

Dundee DD1 4HN, Scotland

United Kingdom

SCHOLARLY PAPERS

1

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243

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6

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22

Scholarly Papers (1)

1.

The Distribution of the Extreme Daily Share Returns in the Athens Stock Exchange

European Journal of Finance, Forthcoming
Number of pages: 29 Posted: 01 Oct 2004
Richard A. Brown and Konstantinos Tolikas
University of Dundee - Department of Accountancy & Business Finance and University of Dundee
Downloads 243 (235,893)
Citation 7

Abstract:

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Extreme Value Theory, L-moments, Probability Weighted moments, Anderson-Darling goodness of fit test, Generalised Extreme Value distribution, Generalised Logistic distribution