//--> //--> //--> //-->
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
person:"Caserta, Silvia"
~person:"Aboura, Sofiane"
~person:"Chen Zhou"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
26
Outliers
26
Statistical distribution
12
Statistische Verteilung
12
Theorie
12
Theory
11
Risikomaß
10
Risk measure
10
Risk management
8
Extreme value theory
7
Risiko
7
Risk
7
Schätztheorie
7
Volatility
7
Estimation theory
6
Extreme Value Theory
6
Risikomanagement
6
Estimation
5
Portfolio selection
5
Portfolio-Management
5
Schätzung
5
Systemic risk
5
extreme value theory
5
risk management
5
Bank
4
Capital income
4
Hill estimator
4
Kapitaleinkommen
4
Probability theory
4
Risk Management
4
Systemrisiko
4
Volatilität
4
Wahrscheinlichkeitsrechnung
4
exotic options
4
high frequency data
4
tail estimation
4
Betriebsgröße
3
Extreme value statistics
3
Financial sector
3
Finanzsektor
3
more ...
less ...
Online availability
All
Free
25
Undetermined
5
Type of publication
All
Book / Working Paper
24
Article
16
Type of publication (narrower categories)
All
Working Paper
15
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Article in journal
13
Aufsatz in Zeitschrift
13
Article
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
32
Undetermined
8
Author
All
Caserta, Silvia
Aboura, Sofiane
Chen Zhou
Einmahl, John H. J.
28
Vries, Casper G. de
19
Herrera, Rodrigo
18
Zhou, Chen
18
Straetmans, Stefan
14
Cotter, John
13
Daouia, Abdelaati
13
Watanabe, Hiroki
13
Berliant, Marcus
11
Pontines, Victor
11
Stupfler, Gilles
11
Trabelsi, Abdelwahed
11
Lucas, André
10
Stoja, Evarist
10
Daníelsson, Jón
9
Ghorbel, Ahmed
9
Zhang, Zhengjun
9
Haan, Laurens de
8
Kumar, Dilip
8
Pais, Amelia
8
Schaumburg, Julia
8
Schwaab, Bernd
8
Stork, Philip
8
Uppal, Jamshed Y.
8
Zhang, Xin
8
Acemoglu, Daron
7
Allen, David E.
7
Chernozhukov, Victor
7
Fabozzi, Frank J.
7
Martins-Filho, Carlos
7
Qin, Xiao
7
Stoyanov, Stoyan V.
7
Tahbaz-Salehi, Alireza
7
Tolikas, Konstantinos
7
Yang, Fan
7
Yao, Feng
7
Zikovic, Sasa
7
Asimit, Alexandru V.
6
more ...
less ...
Institution
All
HAL
2
Université Paris-Dauphine (Paris IX)
2
Tinbergen Institute
1
Tinbergen Instituut
1
Université Paris-Dauphine
1
Published in...
All
DNB working paper
7
Discussion paper / Center for Economic Research, Tilburg University
5
Economics Papers from University Paris Dauphine
2
International journal of central banking : IJCB
2
Risks
2
Tinbergen Institute Discussion Papers
2
Annals of economics and statistics
1
BIS quarterly review : international banking and financial market developments
1
DNB working papers
1
Discussion paper / Tinbergen Institute
1
Econometric theory
1
Economics letters
1
Finance and stochastics
1
Journal of Financial Transformation
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Open Access publications from Université Paris-Dauphine
1
Post-Print / HAL
1
Research in international business and finance
1
Research series / Universiteit van Amsterdam
1
Risks : open access journal
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute research series
1
Working Papers / HAL
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
RePEc
9
EconStor
2
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
Saved in:
3
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:
4
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
5
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
6
Outlier detection in TARGET2 risk indicators
Heijmans, Ronald
;
Chen Zhou
-
2019
Persistent link: https://www.econbiz.de/10011966026
Saved in:
7
Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
Saved in:
8
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
9
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
10
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->