MODELING THE EXTREME EVENTS OF THE TOP INDUSTRIAL RETURNS LISTED IN BSE

Extreme price movements in the financial markets are rare, but important the objective of study was to evaluate the extreme events of major industries in BSE. The study was conducted for returns of industries and shows the extreme events to which the industries are scattered for their returns. Many models were undertaken as base for the study, to identify the extreme events of the industries and same has been incorporated for the analysis too