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Search: subject:"Extreme value theory"
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Ausreißer
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extreme value theory
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Einmahl, John H. J.
30
Chen Zhou
24
Herrera, Rodrigo
20
Vries, Casper G. de
19
Zhou, Chen
19
Daouia, Abdelaati
15
Cotter, John
14
Lucas, André
14
Straetmans, Stefan
14
Stupfler, Gilles
14
Aboura, Sofiane
13
Haan, Laurens de
13
Watanabe, Hiroki
13
Pontines, Victor
12
Trabelsi, Abdelwahed
12
Berliant, Marcus
11
Stork, Philip
11
Ghorbel, Ahmed
10
Schwaab, Bernd
10
Uppal, Jamshed Y.
10
Zhang, Xin
10
Daníelsson, Jón
9
Makatjane, Katleho
9
Pais, Amelia
9
Qin, Xiao
9
Zikovic, Sasa
9
Orlik, Anna
8
Schaumburg, Julia
8
Veldkamp, Laura
8
Zhang, Zhengjun
8
Acemoglu, Daron
7
Byström, Hans
7
Candelon, Bertrand
7
Chernozhukov, Victor
7
Härdle, Wolfgang
7
Karmakar, Madhusudan
7
Mapa, Dennis S.
7
Martins-Filho, Carlos
7
Ozdaglar, Asuman E.
7
Tahbaz-Salehi, Alireza
7
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
30
HAL
8
de Nederlandsche Bank
8
Tinbergen Instituut
6
HEC Paris (École des Hautes Études Commerciales)
5
Institut ekonomických studií, Univerzita Karlova v Praze
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National Bureau of Economic Research
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Tinbergen Institute
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Centre for International Economic Studies, School of Economics
4
Econometric Society
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European Central Bank
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Nationalekonomiska Institutionen, Ekonomihögskolan
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Tilburg University, Center for Economic Research
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Université Paris-Dauphine (Paris IX)
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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EconWPA
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
3
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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Geary Institute, University College Dublin
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Banca d'Italia
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CESifo
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Courant Research Centre PEG
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Deutsche Bundesbank
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Dipartimento di Economia e Management, Università degli Studi di Trento
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ESSEC Business School
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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University of Bonn, Germany
2
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İktisat Bölümü, Bilkent Üniversitesi
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Allied Academies International Conference 13-16 Oct. 2004 Maui, Hawaii
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Banque de France
1
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Center for Agricultural and Rural Development (CARD), Iowa State University
1
Center for Economic Research <Tilburg>
1
Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology
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Insurance / Mathematics & economics
31
MPRA Paper
30
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of banking & finance
18
Journal of econometrics
16
Applied economics
15
Discussion paper / Tinbergen Institute
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Risks : open access journal
15
International review of financial analysis
14
Finance research letters
13
Journal of empirical finance
12
Physica A: Statistical Mechanics and its Applications
12
Working papers / TSE : WP
12
The journal of operational risk
11
Tinbergen Institute Discussion Papers
11
Economics letters
10
Journal of risk
10
International review of economics & finance : IREF
9
Journal of Banking & Finance
9
DNB Working Papers
8
DNB working paper
8
Energy economics
8
International journal of forecasting
8
The journal of risk model validation
8
ECB Working Paper
7
SFB 649 discussion paper
7
Tinbergen Institute Discussion Paper
7
Working paper
7
Annals of the Institute of Statistical Mathematics
6
CESifo working papers
6
Journal of international money and finance
6
Journal of mathematical finance
6
Pacific-Basin finance journal
6
Risks
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
1,026
RePEc
339
EconStor
61
BASE
13
Other ZBW resources
10
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
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OLC EcoSci
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131
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Karim, Sitara
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
132
Tail risks in household finance
Ardakani, Omid M.
;
Ajina, Rawan
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015079725
Saved in:
133
Fat tails, flat tails, and willingness to pay : Kriström revisited
Lewis, Lynne Y.
;
Richardson, Leslie
;
Whitehead, John C.
- In:
Land economics : applied research on environmental resources
100
(
2024
)
4
,
pp. 639-651
Persistent link: https://www.econbiz.de/10015080996
Saved in:
134
Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks
Huang, Yu-Fan
;
Liao, Wenting
;
Luo, Sui
;
Ma, Jun
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050837
Saved in:
135
Evaluating sustainability actions under uncertainty : the role of improbable extreme scenarios
Gollier, Christian
- In:
The Geneva risk and insurance review
49
(
2024
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10014583101
Saved in:
136
Extreme expectile estimation for short-tailed data
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of econometrics
241
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075192
Saved in:
137
Assessing stochastic dominance of downside and upside financial risk profiles using the block maxima method in
extreme
value
theory
Li, Simon
- In:
Journal of risk management in financial institutions
17
(
2024
)
4
,
pp. 426-438
Persistent link: https://www.econbiz.de/10015108313
Saved in:
138
Liquidity-adjusted value-at-risk using
extreme
value
theory
and copula approach
Kamal, Harish
;
Paul, Samit
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10015108432
Saved in:
139
Foreseeing extreme technological risk
Kemp, Luke
- In:
Managing extreme technological risk
,
(pp. 87-108)
.
2024
Persistent link: https://www.econbiz.de/10014637008
Saved in:
140
Forecasting the VaR of the crude oil market : a combination of mixed data sampling and
extreme
value
theory
Lyu, Yongjian
;
Qin, Fanshu
;
Ke, Rui
;
Yang, Mo
;
Chang, …
- In:
Energy economics
133
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015049483
Saved in:
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