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The Asymptotics of Extreme Returns in the Australian Stock Market

https://doi.org/10.2139/ssrn.1460371
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16/16 checkable references clean · checked 2026-10-07

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 16 checked references that resolve
resolves10.1086/294632
The Variation of Certain Speculative Prices
resolves10.1016/0022-0531(70)90038-4
Increasing risk: I. A definition
resolves10.1086/296024
Continuous Time Processes with Stable Increments
resolves10.1086/296071
The Extreme Value Method for Estimating the Variance of the Rate of Return
resolves10.2307/2109682
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective
resolves10.1002/jae.3950060306
The limiting distribution of extremal exchange rate returns
resolves10.1016/0927-5398(94)90004-3
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets
resolves10.1086/209695
The Asymptotic Distribution of Extreme Stock Market Returns
resolves10.1016/s0927-5398(97)00008-x
Tail index and quantile estimation with very high frequency data
resolves10.1080/10920277.1999.10595797
Extreme Value Theory as a Risk Management Tool
resolves10.1007/978-1-4612-5449-2
Extremes and Related Properties of Random Sequences and Processes
resolves10.1017/s0305004100015681
Limiting forms of the frequency distribution of the largest or smallest member of a sample
resolves10.2307/1968974
Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
resolves10.7312/gumb92958
Statistics of Extremes
resolves10.1214/aoms/1177698711
Sample Sequences of Maxima
resolves10.1086/294633
Mandelbrot and the Stable Paretian Hypothesis
The 9 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedCalculating quantile risk measures for financial return series using extreme value theory
no DOI — not checkedref12
no DOI — not checkedExtreme returns in the Malaysian stock market: An exploratory analysis
no DOI — not checkedref15
no DOI — not checkedref16
no DOI — not checkedref17
no DOI — not checkedref23
no DOI — not checkedref24
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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