//--> //--> //--> //-->
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
subject:"Outliers"
~isPartOf:"International review of financial analysis"
~subject:"Simulation"
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
Outliers
Simulation
Ausreißer
11
Risikomaß
7
Risk measure
7
Theorie
7
Theory
7
Capital income
5
Kapitaleinkommen
5
Risiko
5
Risikomanagement
5
Risk
5
Risk management
5
Aktienmarkt
4
Multivariate Verteilung
4
Multivariate distribution
4
Stock market
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Schätzung
3
USA
3
United States
3
Correlation
2
Forecasting model
2
Korrelation
2
Measurement
2
Messung
2
Prognoseverfahren
2
Statistical distribution
2
Statistische Verteilung
2
Volatility
2
Volatilität
2
1997-2002
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Bias
1
Bias corrected extreme value estimator
1
Causality analysis
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Ahelegbey, Daniel Felix
1
Assaf, Ata
1
Bax, Karoline
1
Berger, Theo
1
Bhattacharyya, Malay
1
Czado, Claudia
1
Fernández, Viviana
1
Giudici, Paolo
1
González Sánchez, Mariano
1
Kumar, Dilip
1
Liu, Lu
1
Maheswaran, S.
1
Mendes, Beatriz Vaz de Melo
1
Missong, Martin
1
Mojtahedi, Fatemeh
1
Nave Pineda, Juan M.
1
Paterlini, Sandra
1
Ritolia, Gopal
1
Sahin, Özge
1
Souza, Rafael Martins de
1
Wagner, Niklas F.
1
more ...
less ...
Published in...
All
International review of financial analysis
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
21
Applied economics
16
Risks : open access journal
15
Economic modelling
14
Journal of banking & finance
14
Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The journal of operational risk
11
Working papers / TSE : WP
11
Economics letters
9
Finance research letters
9
Journal of empirical finance
9
Journal of risk
9
DNB working paper
8
Energy economics
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
International review of economics & finance : IREF
7
Journal of international money and finance
7
SFB 649 discussion paper
7
Journal of mathematical finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
CESifo working papers
5
Dissertation Series CentER
5
Journal of financial econometrics
5
NBER Working Paper
5
NBER working paper series
5
Working paper
5
Working paper / Department of Economics, Lund University
5
Astin bulletin : the journal of the International Actuarial Association
4
CentER Discussion Paper Series
4
Econometric reviews
4
European journal of operational research : EJOR
4
Financial markets and portfolio management
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ESG, risk, and (tail) dependence
Bax, Karoline
;
Sahin, Özge
;
Czado, Claudia
;
Paterlini, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
Saved in:
2
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
3
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
4
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
5
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo
;
Missong, Martin
- In:
International review of financial analysis
33
(
2014
),
pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Saved in:
6
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
7
Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk
Assaf, Ata
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 109-116
Persistent link: https://www.econbiz.de/10003880019
Saved in:
8
Conditional VaR using EVT : towards a planned margin scheme
Bhattacharyya, Malay
;
Ritolia, Gopal
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 382-395
Persistent link: https://www.econbiz.de/10003765109
Saved in:
9
Risk management under extreme events
Fernández, Viviana
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 113-148
Persistent link: https://www.econbiz.de/10002738142
Saved in:
10
Autoregressive conditional tail behavior and results on government bond yield spreads
Wagner, Niklas F.
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 247-261
Persistent link: https://www.econbiz.de/10002738302
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->