//--> //--> //--> //-->
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"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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
Ausreißer
34
Outliers
34
Risikomaß
21
Risk measure
21
Statistical distribution
18
Statistische Verteilung
18
Theorie
18
Theory
18
Estimation
12
Schätzung
12
extreme value theory
12
Capital income
9
Kapitaleinkommen
9
Estimation theory
8
Multivariate Verteilung
8
Multivariate distribution
8
Risikomanagement
8
Risk management
8
Schätztheorie
8
ARCH model
6
ARCH-Modell
6
Extreme value theory
6
Portfolio selection
6
Portfolio-Management
6
Financial crisis
5
Finanzkrise
5
Risiko
5
Risk
5
Regression analysis
4
Regressionsanalyse
4
Risikoprämie
4
Risk premium
4
tail dependence
4
Bayes-Statistik
3
Bayesian inference
3
Volatility
3
Volatilität
3
tail risk
3
Aktienmarkt
2
Bootstrap approach
2
more ...
less ...
Online availability
All
Undetermined
22
Free
5
Type of publication
All
Article
34
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
37
Author
All
Einmahl, John H. J.
2
Li, Deyuan
2
Zhang, Zhengjun
2
Allen, David E.
1
Angelo, Claudio F. de
1
Bergmann, Daniel Reed
1
Bormann, Carsten
1
Bosma, Jakob J.
1
Božović, Miloš
1
Cao, Hong
1
Chan, Stephen
1
Chen Zhou
1
Cheng, Zhiyong
1
Chiu, Yen-Chen
1
Chuang, I-Yuan
1
Cong, Rong-Gang
1
Contani, Eduardo Augusto do Rosário
1
Cui, Qiurong
1
Deng, Jun
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Feng, Wenjun
1
Fretheim, Torun
1
Geng, Wenjing
1
Grundke, Peter
1
Guan, Dabo
1
He, Yi
1
Ho, Tai-kuang
1
Hoga, Yannick
1
Hou, Yanxi
1
Hu, Wuyang
1
Huang, Wei-Qiang
1
Iglesias, Emma M.
1
Jiang, Yuexiang
1
Koedijk, Kees
1
Koetter, Michael
1
Kool, Clemens
1
Kristiansen, Glenn
1
Liu, Peipei
1
Liu, Wei-Han
1
more ...
less ...
Published in...
All
Discussion paper
Applied economics letters
Applied economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Insurance / Mathematics & economics
33
MPRA Paper
27
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of banking & finance
18
Economic modelling
16
Discussion paper / Tinbergen Institute
15
Journal of econometrics
15
Risks : open access journal
15
Working papers / TSE : WP
12
Finance research letters
11
International review of financial analysis
11
Physica A: Statistical Mechanics and its Applications
11
The journal of operational risk
11
Tinbergen Institute Discussion Papers
11
Economics letters
10
Journal of empirical finance
10
Journal of risk
9
DNB working paper
8
Energy economics
8
International review of economics & finance : IREF
8
Journal of Banking & Finance
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
Journal of international money and finance
7
SFB 649 discussion paper
7
Tinbergen Institute Discussion Paper
7
DNB Working Papers
6
ECB Working Paper
6
European journal of operational research : EJOR
6
Journal of mathematical finance
6
Risks
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
Annals of the Institute of Statistical Mathematics
5
Astin bulletin : the journal of the International Actuarial Association
5
CESifo working papers
5
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
2
Research on extreme risk measurement in the international carbon emission futures market, based on a two-component Beta-Skew-t-EGARCH-POT model
Geng, Wenjing
;
Zhao, Xin
;
Zhou, Xiaoxiao
- In:
Applied economics
55
(
2023
)
36
,
pp. 4194-4203
Persistent link: https://www.econbiz.de/10014299610
Saved in:
3
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
4
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
6
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
7
Fixed-k inference for conditional extremal quantiles
Sasaki, Yuya
;
Wang, Yulong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 829-837
Persistent link: https://www.econbiz.de/10013534559
Saved in:
8
Quasi-Bayesian inference for production frontiers
Liu, Xiaobin
;
Yang, Thomas Tao
;
Zhang, Yichong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1334-1345
Persistent link: https://www.econbiz.de/10013539525
Saved in:
9
Interpretable sparse proximate factors for large dimensions
Pelger, Markus
;
Xiong, Ruoxuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1642-1664
Persistent link: https://www.econbiz.de/10013540407
Saved in:
10
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->