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:"Generalized Pareto Distribution"
Narrow search

Narrow search

Year of publication
Subject
All
generalized Pareto distribution 16 Generalized Pareto Distribution 10 Generalized Pareto distribution 7 Statistical distribution 7 Statistische Verteilung 7 extreme value theory 7 Extreme Value Theory 6 Theorie 6 Theory 6 Pareto efficiency 5 Pareto-Optimum 5 Ausreißer 4 HBAI 4 Outliers 4 Pareto distribution 4 SPI 4 Value-at-Risk 4 inequality 4 survey under-coverage 4 top incomes 4 ARCH model 3 ARCH-Modell 3 Einkommensverteilung 3 Estimation 3 Estimation theory 3 Gini coefficient 3 Gini-Koeffizient 3 Hill estimate 3 Income distribution 3 Monte Carlo simulations 3 Operational risk 3 Peaks over threshold 3 Picklands estimate 3 Schätztheorie 3 Schätzung 3 VaR 3 1995-2010 2 Bias reduction 2 Electric power industry 2 Elektrizitätswirtschaft 2
more ... less ...
Online availability
All
Free 38 CC license 1
Type of publication
All
Book / Working Paper 26 Article 12
Type of publication (narrower categories)
All
Working Paper 10 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article in journal 6 Aufsatz in Zeitschrift 6 Article 2
more ... less ...
Language
All
English 25 Undetermined 13
Author
All
Giles, David E. 4 Guegan, Dominique 3 Hassani, Bertrand 3 Naud, Cédric 3 Ahmad, Munir 2 Aslam, Muhammad 2 Feng, Hui 2 Gilli, Manfred 2 Jenkins, Stephen 2 Jenkins, Stephen P. 2 Mughal, Abdul Razzaqe 2 Rodríguez, Gabriel 2 Suarez, Ronny 2 Alupoaiei, Alexie 1 Bergemann, Dirk 1 Bi, Guang 1 Boulfani, Fériel 1 CHAVEZ-DEMOULIN, Valérie 1 Cayton, Peter Julian 1 Cayton, Peter Julian A. 1 Cerović, Julija 1 Chen, Qinlu 1 Chu, Carlin C. F. 1 Dennis S. Mapa, Ph. D. 1 Dutta, Kabir 1 Embrechts, Paul 1 Emmenegger, Jana 1 Gendre, Xavier 1 Godwin, Ryan T. 1 He, Yi 1 Heumann, Tibor 1 Hyndman, Rob J. 1 Jondeau, E. 1 Kandanaarachchi, Sevvandi 1 Kapoor, Gaurav 1 Kellezi, Evis 1 Këllezi, Evis 1 Li, Simon S. W. 1 Lipovina-Božović, Milena 1 Lising, Mary Therese 1
more ... less ...
Institution
All
Department of Economics, University of Victoria 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 HAL 2 Banque de France 1 Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Departamento de Economía, Pontificia Universidad Católica del Perú 1 Swiss Finance Institute 1
more ... less ...
Published in...
All
Econometrics Working Papers 4 MPRA Paper 3 Post-Print / HAL 2 Advances in Economic and Financial Research - DOFIN Working Paper Series 1 Bozen economics & management paper series : BEMPS 1 Business Systems Research 1 Computational management science 1 Cowles Foundation discussion paper 1 Discussion paper 1 Discussion paper series / IZA 1 Documentos de Trabajo / Working Papers 1 Documents de travail du Centre d'Economie de la Sorbonne 1 FAME Research Paper Series 1 ISER Working Paper Series 1 ISER working paper series 1 IZA Discussion Papers 1 International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series 1 Jahrbücher für Nationalökonomie und Statistik 1 Journal for Economic Forecasting 1 Journal of Advanced Studies in Finance 1 Journal of Environmental Management and Tourism 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of forecasting 1 Pakistan Journal of Commerce and Social Sciences (PJCSS) 1 Pakistan journal of commerce and social sciences 1 Research Paper 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 Swiss Finance Institute Research Paper Series 1 Working Papers 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working papers / Banque de France 1 Working papers / TSE : WP 1
more ... less ...
Source
All
RePEc 19 ECONIS (ZBW) 13 EconStor 5 USB Cologne (business full texts) 1
Showing 1 - 10 of 38
Cover Image
A new two-component hybrid model for highly right-skewed data : estimation algorithm and application to finance and rainfall data
Osatohanmwen, Patrick - 2025
Persistent link: https://www.econbiz.de/10015372920
Saved in:
Cover Image
Consumer-optimal segmentation in multi-product markets
Bergemann, Dirk; Heumann, Tibor; Wang, Michael C. - 2024
Persistent link: https://www.econbiz.de/10015271624
Saved in:
Cover Image
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
Chu, Carlin C. F.; Li, Simon S. W. - In: Computational management science 21 (2024) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014442615
Saved in:
Cover Image
Analyzing and forecasting electricity price using regime-switching models : the case of New Zealand market
Kapoor, Gaurav; Wichitaksorn, Nuttanan; Zhang, WenJun - In: Journal of forecasting 42 (2023) 8, pp. 2011-2026
Persistent link: https://www.econbiz.de/10014432832
Saved in:
Cover Image
Localising the upper tail : how top income corrections affect measures of regional inequality
Emmenegger, Jana; Münnich, Ralf T. - In: Jahrbücher für Nationalökonomie und Statistik 243 (2023) 3/4, pp. 285-317
Poor coverage of top incomes in surveys, also referred to as the "missing rich" problem, leads to severe underestimation of income inequality. At the regional level this shortcoming is even more eminent due to small regional sample sizes. Tax records contain more accurate income information at...
Persistent link: https://www.econbiz.de/10014514109
Saved in:
Cover Image
Risk analysis via generalized pareto distributions
He, Yi; Peng, Liang; Zhang, Dabao; Zhao, Zifeng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
Cover Image
Analysis of nonlinear comovement of benchmark Thai government bond yields
Rewat Khanthaporn - 2022
Persistent link: https://www.econbiz.de/10013429426
Saved in:
Cover Image
A statistical approach for sizing an aircraft electrical generator using extreme value theory
Boulfani, Fériel; Gendre, Xavier; Ruiz-Gazen, Anne; … - 2021
Persistent link: https://www.econbiz.de/10012698509
Saved in:
Cover Image
Leave-one-out kernel density estimates for outlier detection
Kandanaarachchi, Sevvandi; Hyndman, Rob J. - 2021
Persistent link: https://www.econbiz.de/10012614493
Saved in:
Cover Image
Extreme value theory: An application to the Peruvian stock market returns
Rodríguez, Gabriel - In: Revista de Métodos Cuantitativos para la Economía y … 23 (2017), pp. 48-74
thick-tailed distribution (Fréchet). Estimated values of the VaR and the ES are higher using the Generalized Pareto … Distribution (GPD) in comparison with the Normal distribution and the differences at 99.0% are notable. Finally, the non …
Persistent link: https://www.econbiz.de/10011995026
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...