EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Generalised Extreme Value"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH model 2 ARCH-Modell 2 Ausreißer 2 Bayesian 2 Forecasting model 2 Markov-Chain-Monte-Carlo 2 Markov-Switching models 2 Outliers 2 Prognoseverfahren 2 Risikomaß 2 Risk measure 2 Volatility 2 Volatilität 2 block minima 2 extreme value theory 2 generalised extreme value distribution 2 Aktienindex 1 Bayes-Statistik 1 Bayesian inference 1 Börsenhandel 1 Börsenkurs 1 Demand 1 Discrete choice 1 Drug consumption 1 Electricity 1 Electricity Demand Load 1 Elektrizität 1 Energiekonsum 1 Energy consumption 1 Extreme Value Theory 1 Generalised Extreme Value 1 Immigrant 1 Markov chain 1 Markov-Kette 1 Nachfrage 1 Ordered Generalised Extreme Value model 1 Share price 1 South Africa 1 Statistical distribution 1 Statistische Verteilung 1
more ... less ...
Online availability
All
Free 6 CC license 2
Type of publication
All
Article 3 Book / Working Paper 3
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
All
English 4 Undetermined 2
Author
All
Makatjane, Katleho 3 Harris, Mark 2 Moroke, Ntebogang Dinah 2 Zhao, Xueyan 2 Bierlaire, Michel 1 Fosgerau, Mogens 1 Kostenko, Weiping 1 Masilo, Bofelo Moemedi 1 McFadden, Daniel 1 Ramful, Preety 1
more ... less ...
Institution
All
Econometric Society 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Econometric Society 2004 Australasian Meetings 1 International Journal of Energy Economics and Policy : IJEEP 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 MPRA Paper 1 Melbourne Institute Working Paper Series 1
Source
All
RePEc 3 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 6 of 6
Cover Image
Electricity demand forecasting of value-at-risk and expected shortfall : the South African context
Masilo, Bofelo Moemedi; Makatjane, Katleho - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 481-489
Persistent link: https://www.econbiz.de/10015404066
Saved in:
Cover Image
Predicting extreme daily regime shifts in financial time series exchange/Johannesburg stock exchange: All share index
Makatjane, Katleho; Moroke, Ntebogang Dinah - In: International Journal of Financial Studies 9 (2021) 2, pp. 1-18
heteroscedasticity-generalised extreme value distribution (SARIMA-MS-EGARCH-GEVD) estimates. A time series of the study is a five …
Persistent link: https://www.econbiz.de/10013200343
Saved in:
Cover Image
Predicting extreme daily regime shifts in financial time series exchange/Johannesburg stock exchange : all share index
Makatjane, Katleho; Moroke, Ntebogang Dinah - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-18
heteroscedasticity-generalised extreme value distribution (SARIMA-MS-EGARCH-GEVD) estimates. A time series of the study is a five …
Persistent link: https://www.econbiz.de/10012508859
Saved in:
Cover Image
Choice probability generating functions
Fosgerau, Mogens; McFadden, Daniel; Bierlaire, Michel - Volkswirtschaftliche Fakultät, … - 2010
This paper establishes that every random utility discrete choice model (RUM) has a representation that can be characterized by a choice-probability generating function (CPGF) with specific properties, and that every function with these specific properties is consistent with a RUM. The choice...
Persistent link: https://www.econbiz.de/10008493031
Saved in:
Cover Image
Occupational Transition and Country-of-Origin Effects in the Early Stage Occupational Assimilation of Immigrants: Some Evidence from Australia
Kostenko, Weiping; Harris, Mark; Zhao, Xueyan - Melbourne Institute of Applied Economic and Social … - 2009
country. The empirical approach utilises the Ordered Generalised Extreme Value model which embodies differing utility …
Persistent link: https://www.econbiz.de/10005037645
Saved in:
Cover Image
Alcohol Consumption in Australia: An Application of the Ordered Generalised Extreme Value Model
Zhao, Xueyan; Harris, Mark; Ramful, Preety - Econometric Society - 2004
the Australian Drug Strategy Household Surveys, this paper estimates an Ordered Generalised Extreme Value model to …
Persistent link: https://www.econbiz.de/10005702599
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...