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The size of the extreme daily Ghanaian stock market movements were then computed using the value at risk and expected shortfall nude measures at some high quantiles, based on the fitted GPD model. Course reserves Setting up a course reserve Form for setting up a course reserve. As long as you are enjoying your time out in the maiya tanaka, taking in the scenery, and getting some good exercise out of it you have to look at it as a win! But rule number one is keep it fun!


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British Library Online Contents Advanced Search Watchlist Search history Search help. This paper models the extreme values of the Ghana stock exchange all-shares index — by applying the extreme value theory EVT to fit a model to the tails of the daily stock returns data. You may also like.

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The findings indicate that the GPD provides an adequate fit to the data of excesses. British Library Online Contents Services for libraries National interlibrary loan International interlibrary loan.

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