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Tag Archives: CSI 300 index
Extreme returns and tail modelling of the CSI 300 index for the Chinese equity market
Extreme returns and tail modelling of the CSI 300 index for the Chinese equity market In this article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2024) describes the statistical behavior of extreme returns of the … Continue reading
Posted in Contributors, Financial techniques
Tagged CSI 300 index, EVT, Extreme returns, Extreme risk, Tail modelling
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The CSI 300 index
The CSI 300 index In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole Program – Master in Management, 2021-2023) presents the CSI 300 index and details its characteristics. The CSI 300 index The performance of 300 large-cap stocks traded … Continue reading