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  • Search: subject:"Generalized Extreme Value"
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Year of publication
Subject
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Statistische Verteilung 23 Statistical distribution 22 Theorie 21 Theory 21 Estimation 16 Schätzung 16 Generalized extreme value distribution 15 Generalized extreme value 14 generalized extreme value distribution 13 Risikomaß 11 Risk measure 11 Volatility 10 Volatilität 10 Ausreißer 9 Outliers 9 Capital income 7 Kapitaleinkommen 7 generalized extreme value 7 ARCH model 6 ARCH-Modell 6 Extreme rainfall 6 Return level 6 Statistical modelling 6 extreme value theory 6 Börsenkurs 5 Risikomanagement 5 Risk management 5 Share price 5 Extreme value theory 4 Forecasting model 4 Generalized Extreme Value 4 Generalized Extreme Value Distribution 4 Gumbel distribution 4 Interventions 4 Probability theory 4 Prognoseverfahren 4 Wahrscheinlichkeitsrechnung 4 Bootstrap approach 3 Bootstrap-Verfahren 3 Discrete choice 3
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Online availability
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Undetermined 38 Free 28 CC license 3
Type of publication
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Article 52 Book / Working Paper 22
Type of publication (narrower categories)
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Article in journal 24 Aufsatz in Zeitschrift 24 Working Paper 9 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 3 Aufsatz im Buch 2 Book section 2 research-article 1
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Language
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English 45 Undetermined 29
Author
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McAleer, Michael 7 Wang, Szu-Hua 6 Chu, Lan-Fen 5 García-Verdú, Santiago 4 Ramos-Francia, Manuel 4 Makatjane, Katleho 3 Abarca, Gustavo 2 Alentorn, Amadeo 2 Calabrese, Raffaella 2 Gavidel, Saeed Z. 2 Gilli, Manfred 2 Grigolon, Laura 2 Harris, Mark N. 2 Kunihama, Tsuyoshi 2 Lind, Nelson 2 Nakajima, Jouchi 2 Omori, Yasuhiro 2 Ramondo, Natalia 2 Ramírez, Claudia 2 Rangel, José Gonzalo 2 Rickli, J. L. 2 Afuecheta, Emmanuel 1 Anzarut, Michelle 1 Araichi, Sawssen 1 Ardakani, Omid M. 1 Beckert, Walter 1 Belkacem, Lotfi 1 Bocci, Chiara 1 Brown, Richard A. 1 Brown, Sarah 1 Caporali, Enrica 1 Chan, Stephen 1 Chen, Pengzhan 1 Chen, Rong 1 Chen, Yu 1 Cheng, Zhiyong 1 Chu, Chu, L-F. 1 Constable, Scott 1 Cooray, Kahadawala 1 Craigmile, Peter F. 1
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Institution
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Banco de México 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Finance, College of Business and Economics 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 HEC Paris (École des Hautes Études Commerciales) 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Institute of Economic Research, Kyoto University 1 National Graduate Institute for Policy Studies (GRIPS) 1 Society for Computational Economics - SCE 1 Swiss Finance Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Natural Hazards 3 Applied economics 2 IED working papers 2 Working Papers 2 AStA Advances in Statistical Analysis 1 Birkbeck working papers in economics and finance : BWPEF 1 Computational Economics 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2005 1 Discussion paper / Tinbergen Institute 1 Discussion paper series / University of Essex, Department of Economics 1 Documentos de Trabajo del ICAE 1 Econometric Institute Research Papers 1 Economic modelling 1 Economic theory 1 Economics letters 1 Economics, management and financial markets 1 European journal of operational research : EJOR 1 FAME Research Paper Series 1 Financial innovation : FIN 1 GRIPS Discussion Papers 1 Global economic review 1 Handbook of research on emerging theories, models, and applications of financial econometrics 1 IMES Discussion Paper Series 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International Review of Financial Analysis 1 International journal of financial engineering 1 Journal of Applied Statistics 1 Journal of Banking & Finance 1 Journal of Environmental Studies and Sciences 1 Journal of Remanufacturing 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of marketing research : JMR 1 Journal of remanufacturing 1 Journal of risk 1 Journal of the Operational Research Society : OR 1 KIER Working Papers 1 Les Cahiers de Recherche 1
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Source
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RePEc 34 ECONIS (ZBW) 32 EconStor 6 BASE 1 Other ZBW resources 1
Showing 31 - 40 of 74
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Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
Chu, Lan-Fen; McAleer, Michael; Wang, Szu-Hua - 2012
with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in … generalized extreme value distributions to model extreme rainfall in Taiwan. …
Persistent link: https://www.econbiz.de/10010326156
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Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
Chu, Lan-Fen; McAleer, Michael; Wang, Szu-Hua - Tinbergen Instituut - 2012
with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in … generalized extreme value distributions to model extreme rainfall in Taiwan. …
Persistent link: https://www.econbiz.de/10011256727
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Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
McAleer, Michael; Chu, Chu, L-F.; Wang, Wang, S-H. - Faculteit der Economische Wetenschappen, Erasmus … - 2012
with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in … generalized extreme value distributions to model extreme rainfall in Taiwan. …
Persistent link: https://www.econbiz.de/10010731792
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Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
McAleer, Michael; Chu, Lan-Fen; Wang, Szu-Hua - Facultad de Ciencias Económicas y Empresariales, … - 2012
with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in … generalized extreme value distributions to model extreme rainfall in Taiwan. …
Persistent link: https://www.econbiz.de/10010778688
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Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
Chu, Lan-Fen; McAleer, Michael; Wang, Szu-Hua - Institute of Economic Research, Kyoto University - 2012
with stationary and non-stationary generalized extreme value (GEV) distributions for the periods 1911-2010 and 1960-2010 in … generalized extreme value distributions to model extreme rainfall in Taiwan. …
Persistent link: https://www.econbiz.de/10010860073
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Capital Controls and Exchange Rate Expectations in Emerging Markets
Abarca, Gustavo; Ramírez, Claudia; Rangel, José Gonzalo - Banco de México - 2012
This article examines changes in the exchange rate expectations associated with capital controls and banking regulations in a group of emerging countries that implemented these measures to control the adverse effects of sudden capital flows on their currencies. The evidence suggests that for...
Persistent link: https://www.econbiz.de/10010575695
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Capital controls and exchange rate expectations in emerging markets
Abarca, Gustavo; Ramírez, Claudia; Rangel, José Gonzalo - 2012
This article examines changes in the exchange rate expectations associated with capital controls and banking regulations in a group of emerging countries that implemented these measures to control the adverse effects of sudden capital flows on their currencies. The evidence suggests that for...
Persistent link: https://www.econbiz.de/10010322632
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Forecasting extreme volatility of FTSE-100 with model free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) option implied volatility indices
Markose, Sheri M.; Yue Peng; Alentorn, Amadeo - 2012
Persistent link: https://www.econbiz.de/10009544687
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The calibration of market risk measures during period of economic downturn : market risks and measures
Muteba Mwamba, John - In: Risk management, strategic thinking and leadership in …, (pp. 89-102). 2017
Persistent link: https://www.econbiz.de/10011597231
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Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model
Calabrese, Raffaella; Marra, Giampiero; Osmetti, Silvia … - In: Journal of the Operational Research Society : OR 67 (2016) 4, pp. 604-615
Persistent link: https://www.econbiz.de/10011516598
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