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Search: subject:"Extreme value theory"
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Ausreißer
964
Outliers
964
Risikomaß
568
Risk measure
565
Theorie
501
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492
Statistische Verteilung
398
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397
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271
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270
Extreme value theory
261
extreme value theory
258
Risk
212
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209
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189
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189
Schätztheorie
181
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179
Portfolio selection
155
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154
Extreme Value Theory
151
Multivariate Verteilung
147
Multivariate distribution
147
Schätzung
147
Estimation
145
Kapitaleinkommen
139
Capital income
138
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131
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126
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104
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103
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99
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85
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81
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74
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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
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
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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
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
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Source
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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)
1
OLC EcoSci
1
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971
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971
Extreme values theory and return level analysis for catastrophe prediction
Kapoor, Amitesh
;
Shrivastava, Utkarsh
- In:
The journal of investing
23
(
2014
)
2
,
pp. 124-135
Persistent link: https://www.econbiz.de/10011313420
Saved in:
972
Value at risk measuring and
extreme
value
theory
: evidence from Montenegro
Cerovic Smolovic, Julija
- In:
Facta Universitatis / Series economics and organization …
11
(
2014
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10011508680
Saved in:
973
Extrem value theory in finance : a survey
Rocco, Marco
- In:
Journal of economic surveys
28
(
2014
)
1
,
pp. 82-108
Persistent link: https://www.econbiz.de/10011293032
Saved in:
974
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
975
Diagnosing the distribution of GARCH innovations
Sun, Pengfei
;
Chen Zhou
- In:
Journal of empirical finance
29
(
2014
),
pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
Saved in:
976
Weather derivatives risk measures for extreme events
Erhardt, Robert J.
;
Smith, Richard L.
- In:
North American actuarial journal
18
(
2014
)
3
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011338995
Saved in:
977
Assessing high-risk scenarios by full-range tail dependence copulas
Hua, Lei
;
Xia, Michelle
- In:
North American actuarial journal
18
(
2014
)
3
,
pp. 363-378
Persistent link: https://www.econbiz.de/10011338997
Saved in:
978
Measuring systemic financial risk and analyzing influential factors : an extreme value approach
Wang, Yan
;
Chen, Shoudong
;
Zhang, Xiu
- In:
China finance review international
4
(
2014
)
4
,
pp. 385-398
Persistent link: https://www.econbiz.de/10011338998
Saved in:
979
Value at risk using GARCH volatility models augmented with
extreme
value
theory
Dicks, A.
;
Conradie, W. J.
;
De Wet, Tertius
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
38
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010517322
Saved in:
980
A comparison of tail behaviour of stock market returns
Echaust, Krzysztof
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
1
,
pp. 22-34
Persistent link: https://www.econbiz.de/10010518936
Saved in:
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