//--> //--> //-->
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:"Journal of risk"
~isPartOf:"Applied economics"
~isPartOf:"Financial markets and portfolio management"
~subject:"Aktienindex"
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:"Extremwerttheorie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienindex
Ausreißer
29
Outliers
29
Risikomaß
19
Risk measure
19
Statistical distribution
14
Statistische Verteilung
14
Theorie
12
Theory
12
Risikomanagement
11
Risk management
11
extreme value theory
9
Risiko
8
Risk
8
Capital income
7
Kapitaleinkommen
7
Portfolio selection
7
Portfolio-Management
7
Multivariate Verteilung
6
Multivariate distribution
6
Estimation
5
Schätzung
5
ARCH model
4
ARCH-Modell
4
Estimation theory
4
Schätztheorie
4
tail risk
4
Aktienmarkt
3
Börsenkurs
3
Share price
3
Stock market
3
tail dependence
3
CAPM
2
China
2
Copula
2
Emerging economies
2
Extreme value theory
2
Financial crisis
2
Finanzkrise
2
Pareto efficiency
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Allen, David E.
1
Hussain, Saiful Izzuan
1
Li, Steven
1
Powell, Robert
1
Singh, Abhay Kumar
1
Published in...
All
Journal of risk
Applied economics
Financial markets and portfolio management
Journal of mathematical finance
4
CESifo working papers
2
Economic annals
2
Economic modelling
2
IES working paper
2
International Journal of Financial Studies : open access journal
2
International journal of economics and financial issues : IJEFI
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Quantitative finance
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Administrative Sciences : open access journal
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied financial economics
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Financial econometrics and empirical market microstructure
1
Folia oeconomica Stetinensia : FOS
1
Global economic review
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
IIMB management review
1
Insper working paper / Insper, Instituto de Ensino e Pesquisa
1
Insurance / Mathematics & economics
1
International journal of applied management science
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Investment management and financial innovations
1
Journal of economic and financial sciences : JEF
1
Journal of financial econometrics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk finance : the convergence of financial products and insurance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The dynamic dependence between stock markets in the greater China economic area : a study based on extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Financial markets and portfolio management
32
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011951950
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->