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~subject:"Fréchet distribution"
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Search: subject:"generalized extreme value"
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Generalized extreme value distribution
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Lind, Nelson
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1
Global knowledge and trade flows : theory and measurement
Lind, Nelson
;
Ramondo, Natalia
-
2023
Persistent link: https://www.econbiz.de/10014319729
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2
Global innovation and knowledge diffusion
Lind, Nelson
;
Ramondo, Natalia
-
2022
Persistent link: https://www.econbiz.de/10013270095
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3
Modeling maxima with a regime-switching Fréchet model
Tan, Keqi
;
Chen, Yu
;
Chen, Pengzhan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014342458
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4
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
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5
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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6
Sharp bounds on change in expected values and variances for single risk analysis in the flood catastrophe model
Miziuła, Patryk
;
Solnický, Radek
- In:
Scandinavian actuarial journal
(
2018
)
1
,
pp. 64-75
Persistent link: https://www.econbiz.de/10011880808
Saved in:
7
Commodity market risk from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun
;
Kristiansen, Glenn
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2768-2782
Persistent link: https://www.econbiz.de/10010519613
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