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Search: subject_exact:"Extreme value theory"
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Extreme value statistics using related variables
Ahmed, Hanan
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2022
Persistent link: https://www.econbiz.de/10013263346
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2
A large deviations approach to the statistics of extreme events
Valk, Cees de
-
2016
Persistent link: https://www.econbiz.de/10011575082
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3
Multivariate extreme value statistics for risk assessment
He, Yi
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2016
Persistent link: https://www.econbiz.de/10011584523
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4
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
5
Estimation concerning risk under extreme value conditions
Cai, Juan-Juan
-
2012
Persistent link: https://www.econbiz.de/10009733182
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6
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
7
An M-Estimator of multivariate tail dependence
Krajina, Andrea
-
2010
Persistent link: https://www.econbiz.de/10003978221
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