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subject:"Risikomanagement"
~isPartOf:"Economics letters"
~subject:"Aktienmarkt"
~subject:"Schätzung"
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Risikomanagement
Aktienmarkt
Schätzung
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9
Outliers
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Statistical distribution
5
Statistische Verteilung
5
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4
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Theorie
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Extreme value theory
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Aktienindex
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DSGE
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Ardakani, Omid M.
1
Feng, Xingdong
1
Gillas, Konstantinos Gkillas
1
Huang, Zhuo
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Katsiampa, Paraskevi
1
Longin, François M.
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Pagliardi, Giovanni
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Yi, Yanping
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Economics letters
Insurance / Mathematics & economics
11
Economic modelling
10
The journal of operational risk
9
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8
International review of financial analysis
8
Risks : open access journal
8
Discussion paper / Center for Economic Research, Tilburg University
7
Energy economics
6
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of risk
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The North American journal of economics and finance : a journal of financial economics studies
6
CESifo working papers
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Discussion paper / Tinbergen Institute
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Finance research letters
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Journal of econometrics
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Journal of mathematical finance
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International Journal of Financial Studies : open access journal
3
International journal of finance & economics : IJFE
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of financial econometrics
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Journal of risk and financial management : JRFM
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Research in international business and finance
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SFB 649 discussion paper
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The journal of risk model validation
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
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Applied economics letters
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Bank of England Working Paper
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CESifo Working Paper
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DEM working paper series
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DNB working paper
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Documents de recherche / ESSEC Centre de Recherche
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1
Capturing information in extreme events
Ardakani, Omid M.
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461218
Saved in:
2
An application of extreme value theory to cryptocurrencies
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
- In:
Economics letters
164
(
2018
),
pp. 109-11
Persistent link: https://www.econbiz.de/10011939961
Saved in:
3
Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
Saved in:
4
Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
Saved in:
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