Search Results - subject:"Extreme value theory"

Hoga, Yannick - In: Journal of financial econometrics 20 (2022) 1, pp. 18-44

Persistent link: https://www.econbiz.de/10012878185

Jakata, Owen; Chikobvu, Delson - In: International journal of applied management science : IJAMS 14 (2022) 4, pp. 299-315

Persistent link: https://www.econbiz.de/10014231227

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

Echaust, Krzysztof; Just, Małgorzata - In: Research in international business and finance 63 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014248962

Melo-Velandia, Luis Fernando; Orozco-Vanegas, Camilo Andrés - In: Agricultural economics : the journal of the … 53 (2022), pp. 21-40

Persistent link: https://www.econbiz.de/10014288041

Chaudhry, Sajid M.; Ahmed, Rizwan; Toan Luu Duc Huynh; … - In: Technological forecasting & social change : an … 174 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013209636

Horrace, William C.; Wang, Yulong - In: Journal of applied econometrics 37 (2022) 3, pp. 537-562

Persistent link: https://www.econbiz.de/10013186698

Będowska-Sójka, Barbara; Echaust, Krzysztof; Just, … - In: Journal of international financial markets, … 78 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013357308

Mhalla, Linda; Hambuckers, Julien; Lambert, Marie - In: Journal of applied econometrics 37 (2022) 5, pp. 988-1009

Persistent link: https://www.econbiz.de/10013464644

Bee, Marco; Trapin, Luca - In: Risks : open access journal 6 (2018) 2, pp. 1-16

financial econometrics literature have developed several models based on Extreme Value Theory (EVT) to carry out these tasks …

Persistent link: https://www.econbiz.de/10011866456

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