Abstract
For the first time, an extreme value analysis is provided for financial data from Africa. The results of analysis show evidence of emerging economies in Africa.
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Nadarajah, S., Chan, S. & Afuecheta, E. Extreme value analysis for emerging African markets. Qual Quant 48, 1347–1360 (2014). https://doi.org/10.1007/s11135-013-9840-6
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DOI: https://doi.org/10.1007/s11135-013-9840-6