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person:"Jiménez-Martín, Juan-Ángel"
~person:"Einmahl, John H. J."
~person:"Embrechts, Paul"
~type_genre:"Article in journal"
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Ausreißer
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Jiménez-Martín, Juan-Ángel
Einmahl, John H. J.
Embrechts, Paul
Chen Zhou
9
Herrera, Rodrigo
8
Kumar, Dilip
7
Yang, Fan
6
Zhang, Zhengjun
6
Cotter, John
5
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4
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4
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Hussain, Saiful Izzuan
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Karmakar, Madhusudan
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Mao, Tiantian
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Gonpot, Preethee Nunkoo
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Financial markets and portfolio management
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The journal of operational risk
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ECONIS (ZBW)
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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
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2
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:
3
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
4
Linear correlation and EVT : properties and caveats
Embrechts, Paul
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 30-39
Persistent link: https://www.econbiz.de/10003825739
Saved in:
5
Extremes and robustness : a contradiction?
Dell'Aquila, Rosario
;
Embrechts, Paul
- In:
Financial markets and portfolio management
20
(
2006
)
1
,
pp. 103-118
Persistent link: https://www.econbiz.de/10003392293
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