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person:"Jiménez-Martín, Juan-Ángel"
~person:"Einmahl, John H. J."
~person:"Li, Steven"
~type_genre:"Article in journal"
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Search: subject_exact:"Ausreißer"
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Ausreißer
6
Outliers
6
Capital income
4
China
4
Extreme value theory
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
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Estimation
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Hill estimator
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Jiménez-Martín, Juan-Ángel
Einmahl, John H. J.
Li, Steven
Chen Zhou
9
Herrera, Rodrigo
8
Kumar, Dilip
7
Yang, Fan
6
Zhang, Zhengjun
6
Cotter, John
5
Hou, Yanxi
5
Straetmans, Stefan
5
Trabelsi, Abdelwahed
5
Asimit, Alexandru V.
4
Chen, Yu
4
Echaust, Krzysztof
4
Fabozzi, Frank J.
4
Ghorbel, Ahmed
4
Guillou, Armelle
4
Hoga, Yannick
4
Hussain, Saiful Izzuan
4
Karmakar, Madhusudan
4
Mao, Tiantian
4
Nadarajah, Saralees
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Qin, Xiao
4
Stork, Philip
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Stoyanov, Stoyan V.
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Tang, Qihe
4
Trapin, Luca
4
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3
Beirlant, Jan
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Chan, Stephen
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Chaudhry, Sajid M.
3
Chikobvu, Delson
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Clements, Adam
3
Dowd, Kevin
3
Embrechts, Paul
3
Giudici, Paolo
3
Goegebeur, Yuri
3
Gonpot, Preethee Nunkoo
3
Hu, Taizhong
3
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Härdle, Wolfgang
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Financial markets and portfolio management
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
6
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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
Saved in:
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
Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
The world economy : the leading journal on …
45
(
2022
)
1
,
pp. 317-335
Persistent link: https://www.econbiz.de/10012818942
Saved in:
4
The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
Saved in:
5
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:
6
Modeling the distribution of extreme returns in the Chinese stock market
Hussain, Saiful Izzuan
;
Li, Steven
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 263-276
Persistent link: https://www.econbiz.de/10011474577
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