//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Extreme value theory"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Ausreißer
964
Outliers
964
Risikomaß
568
Risk measure
565
Theorie
501
Theory
492
Statistische Verteilung
398
Statistical distribution
397
Risikomanagement
271
Risk management
270
Extreme value theory
261
extreme value theory
258
Risk
212
Risiko
209
ARCH model
189
ARCH-Modell
189
Schätztheorie
181
Estimation theory
179
Portfolio selection
155
Portfolio-Management
154
Extreme Value Theory
151
Multivariate Verteilung
147
Multivariate distribution
147
Schätzung
147
Estimation
145
Kapitaleinkommen
139
Capital income
138
Volatility
131
Volatilität
126
Prognoseverfahren
104
Financial crisis
103
Forecasting model
102
Finanzkrise
99
Zeitreihenanalyse
85
Time series analysis
84
Wahrscheinlichkeitsrechnung
81
Probability theory
79
Value-at-Risk
74
Börsenkurs
69
Share price
68
more ...
less ...
Online availability
All
Free
630
Undetermined
446
CC license
36
Type of publication
All
Article
833
Book / Working Paper
623
Other
2
Type of publication (narrower categories)
All
Article in journal
565
Aufsatz in Zeitschrift
565
Working Paper
243
Graue Literatur
208
Non-commercial literature
208
Arbeitspapier
203
Aufsatz im Buch
51
Book section
51
Hochschulschrift
32
Thesis
28
Article
21
research-article
9
Collection of articles of several authors
7
Sammelwerk
7
Aufgabensammlung
6
Conference paper
4
Konferenzbeitrag
4
Lehrbuch
4
Textbook
4
Anleitung
3
Collection of articles written by one author
3
Sammlung
3
Aufsatzsammlung
2
Mikroform
2
Case study
1
Conference proceedings
1
Congress Report
1
Dissertation u.a. Prüfungsschriften
1
Fallstudie
1
Festschrift
1
Forschungsbericht
1
Handbook
1
Handbuch
1
Konferenzschrift
1
Systematic review
1
Universitätsschrift
1
review-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,138
Undetermined
284
German
26
Spanish
4
Portuguese
2
Afrikaans
1
Czech
1
French
1
Italian
1
more ...
less ...
Author
All
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
more ...
less ...
Institution
All
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
5
National Bureau of Economic Research
5
Tinbergen Institute
5
Centre for International Economic Studies, School of Economics
4
Econometric Society
4
European Central Bank
4
Nationalekonomiska Institutionen, Ekonomihögskolan
4
Tilburg University, Center for Economic Research
4
Université Paris-Dauphine (Paris IX)
4
C.E.P.R. Discussion Papers
3
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
3
EconWPA
3
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
3
Geary Institute, University College Dublin
3
Banca d'Italia
2
CESifo
2
Courant Research Centre PEG
2
Deutsche Bundesbank
2
Dipartimento di Economia e Management, Università degli Studi di Trento
2
ESSEC Business School
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
London School of Economics (LSE)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Swiss Finance Institute
2
University of Bonn, Germany
2
University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Statistics and Actuarial Science.
2
Université Paris-Dauphine
2
İktisat Bölümü, Bilkent Üniversitesi
2
Allied Academies International Conference 13-16 Oct. 2004 Maui, Hawaii
1
Banque de France
1
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
1
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
1
more ...
less ...
Published in...
All
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
15
Economic modelling
15
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
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,026
RePEc
339
EconStor
61
BASE
13
Other ZBW resources
10
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
1
OLC EcoSci
1
more ...
less ...
Showing
881
-
890
of
1,458
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
881
Stress-testing for portfolios of commodity futures
Paraschiv, Florentina
;
Mudry, Pierre-Antoine
;
Andrieş, …
- In:
Economic modelling
50
(
2015
),
pp. 9-18
Persistent link: https://www.econbiz.de/10011439604
Saved in:
882
Evaluating the default risk of bond portfolios with
extreme
value
theory
Ma, Yong
;
Zhang, Zhengjun
;
Zhang, Weiguo
;
Xu, Weidong
- In:
Computational economics
45
(
2015
)
4
,
pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
Saved in:
883
Identifying extreme values of exchange market pressure
Karimi, Mohammad
;
Voia, Marcel-Christian
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
3
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10011303523
Saved in:
884
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
885
Designing energy-efficient serial production lines : the unpaced synchronous line-balancing problem
Urban, Timothy L.
;
Chiang, Wen-Chyuan
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 789-801
Persistent link: https://www.econbiz.de/10011412426
Saved in:
886
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
887
Interval estimation for a measure of tail dependence
Liu, Aiai
;
Hou, Yanxi
;
Peng, Liang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 294-305
Persistent link: https://www.econbiz.de/10011398079
Saved in:
888
Bayesian operational risk models
Figini, Silvia
;
Gao, Lijun
;
Giudici, Paolo
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011298859
Saved in:
889
Empirical analyses of extreme value models for the South African mining index
Chinhamu, Knowledge
;
Huang, Chun-Kai
;
Huang, Chun-Sung
; …
- In:
The South African journal of economics
83
(
2015
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10011382028
Saved in:
890
Extreme value theorems for optimal multidimensional pricing
Cai, Yang
;
Daskalákis, Constantínos
- In:
Games and economic behavior
92
(
2015
),
pp. 266-305
Persistent link: https://www.econbiz.de/10011387490
Saved in:
First
Prev
84
85
86
87
88
89
90
91
92
93
94
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->