//--> //--> //-->
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:"Share price"
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
Share price
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
Stock market
3
tail dependence
3
Aktienindex
2
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
3
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
Jiang, Yuexiang
1
Long, Huaigang
1
Maheswaran, S.
1
Powell, Robert
1
Shaik, Muneer
1
Singh, Abhay Kumar
1
Zaremba, Adam
1
more ...
less ...
Published in...
All
Journal of risk
Applied economics
Financial markets and portfolio management
The North American journal of economics and finance : a journal of financial economics studies
3
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
International Journal of Financial Studies : open access journal
2
Journal of econometrics
2
Journal of empirical finance
2
Research in international business and finance
2
Risks : open access journal
2
Administrative Sciences : open access journal
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Australasian accounting business and finance journal : AABF
1
Cambridge working papers in economics
1
Computational economics
1
Discussion paper / School of Economics, University of Tasmania
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Econometric reviews
1
Economics letters
1
Economies : open access journal
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
European journal of operational research : EJOR
1
Finance a úvěr
1
Finance research letters
1
Financial econometrics and empirical market microstructure
1
Folia oeconomica Stetinensia : FOS
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
IES working paper
1
International finance discussion papers
1
International review of economics & finance : IREF
1
Investment management and financial innovations
1
Journal of commodity markets
1
Journal of financial economics
1
Journal of financial markets
1
Journal of financial stability
1
Journal of international money and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A new unbiased additive robust volatility estimation using extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 313-347
Persistent link: https://www.econbiz.de/10012289673
Saved in:
2
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:
3
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...
//-->