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Tag Archives: FTSE 100 index
Extreme returns and tail modelling of the FTSE 100 index for the UK equity market
Extreme returns and tail modelling of the FTSE 100 index for the UK 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 EVT, Extreme returns, Extreme risk, FTSE 100 index, Tail modelling
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The FTSE 100 index
The FTSE 100 index In this article, Nithisha CHALLA (ESSEC Business School, Grande Ecole Program – Master in Management, 2021-2023) presents the FTSE 100 index and details its characteristics. The FTSE 100 index The Financial Times and the London Stock … Continue reading