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Extreme value analysis for emerging African markets

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  • Saralees Nadarajah
  • Stephen Chan
  • Emmanuel Afuecheta

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. Copyright Springer Science+Business Media Dordrecht 2014

Suggested Citation

  • Saralees Nadarajah & Stephen Chan & Emmanuel Afuecheta, 2014. "Extreme value analysis for emerging African markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1347-1360, May.
    • Handle: RePEc:spr:qualqt:v:48:y:2014:i:3:p:1347-1360
    DOI: 10.1007/s11135-013-9840-6
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    References listed on IDEAS

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    7. Warren Maroun, Magda Turner, Kurt Sartorius, 2011. "Does capital gains tax add to or detract from the fairness of the South African tax system?," South African Journal of Economic and Management Sciences, University of Pretoria, Faculty of Economic and Management Sciences, vol. 14(4), pages 436-448, December.
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