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《Mathematics in Practice and Theory》 2008-11
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The Study Based on the Extreme Returns in Shanghai Stock Market

MA Ya-nan1,ZHANG Cheng-en2,WU Run-heng2(1.School of Economics and Management,North China University of Technology,Beijing 100144,China)(2.College of Science,North China University of Technology, Beijing 100144,China)  
Based on the Extreme Value Theme and GEV model,the writers focu on the extreme returns in the Shanghai Stock Market.It also has given the probability of exceedance of an extreme price movement of a given level and its associated waiting time period.
【CateGory Index】: F832.51
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