//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion paper"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~subject:"Capital income"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Extreme value theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Ausreißer
11
Outliers
11
Risikomaß
8
Risk measure
8
Statistical distribution
8
Statistische Verteilung
8
Theorie
6
Theory
6
extreme value theory
6
Risikomanagement
4
Risk management
4
Estimation
3
Kapitaleinkommen
3
Multivariate Verteilung
3
Multivariate distribution
3
Portfolio selection
3
Portfolio-Management
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Börsenkurs
2
Estimation theory
2
Risiko
2
Risk
2
Schätztheorie
2
Share price
2
Stock market
2
Virtual currency
2
Virtuelle Währung
2
tail dependence
2
Aktienindex
1
Beta risk
1
Betafaktor
1
Betriebliche Liquidität
1
Bitcoin futures
1
CAPM
1
Capital market returns
1
Capital structure
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Allen, David E.
1
Angelo, Claudio F. de
1
Bergmann, Daniel Reed
1
Contani, Eduardo Augusto do Rosário
1
Jiang, Yuexiang
1
Long, Huaigang
1
Powell, Robert
1
Savoia, José Roberto Ferreira
1
Silva, Fabiana Lopes da
1
Singh, Abhay Kumar
1
Zaremba, Adam
1
more ...
less ...
Published in...
All
Discussion paper
Applied economics
Insurance / Mathematics & economics
6
Journal of empirical finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Journal of quantitative economics
3
Research in international business and finance
3
Economics letters
2
Financial markets and portfolio management
2
Journal of international financial markets, institutions & money
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Theoretical economics letters
2
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Applied economics letters
1
Economic annals
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
International journal of applied management science : IJAMS
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of financial stability
1
Journal of forecasting
1
Pacific-Basin finance journal
1
Research paper series / Swiss Finance Institute
1
Robustness in econometrics
1
Scandinavian actuarial journal
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
2
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
3
Portfolio management with tail dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->