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  • Search: subject:"Recurrence interval"
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Recurrence interval 7 Risk estimation 4 Estimation 3 Schätzung 3 Distribution 2 Extreme volatility 2 Memory 2 Risiko 2 Risk 2 Statistical distribution 2 Statistische Verteilung 2 Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Aktienindex 1 Ausreißer 1 CSI 300 index 1 Capital income 1 Cascadia margin 1 China 1 Conditional probability 1 Early warning system 1 Econophysics 1 Estimation theory 1 Evacuation 1 Extreme return 1 Financial market 1 Finanzmarkt 1 Flood 1 Flood management 1 Forecasting model 1 Frühwarnsystem 1 Generalized (exponentiated) exponential distribution 1 Hazard probability 1 Kapitaleinkommen 1 Major tsunamis 1 Memory effect 1 Memoryless 1 Mitigation measures 1
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Undetermined 8
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Article 8 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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Undetermined 5 English 4
Author
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Jiang, Zhi-Qiang 3 Zhou, Wei-Xing 3 Xie, Wen-Jie 2 Canabarro, Askery 1 Carver, Gary 1 Chi, Xie 1 Clague, John 1 Cruikshank, Kenneth 1 Dikshit, Onkar 1 Hirano, Shin-ichi 1 Jiang, Zhi-qiang 1 Kazi, Asadullah 1 Li, Sai-Ping 1 Minoura, Koji 1 Pasari, Sumanta 1 Peterson, Curt 1 Podobnik, Boris 1 Stanley, H. Eugene 1 Suo, Yuan-Yuan 1 Wang, Dong-Hua 1 Wang, Gang-Jin 1 Xie, Wen-jie 1 Yamada, Tsutomu 1 Zhou, Wei-xing 1
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Natural Hazards 4 Economic modelling 2 Cambridge elements. Elements in econophysics 1 Economic Modelling 1 Quantitative finance 1
Source
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RePEc 5 ECONIS (ZBW) 4
Showing 1 - 9 of 9
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Recurrence interval analysis of financial time series
Zhou, Wei-Xing; Jiang, Zhi-Qiang; Xie, Wen-Jie - 2024
time series. Such extreme events lack statistics and are thus hard to predict. Recurrence interval analysis provides a … and research framework of recurrence interval analysis of financial time series. The authors also provide perspectives on …
Persistent link: https://www.econbiz.de/10014491224
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Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; … - In: Quantitative finance 18 (2018) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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Risk estimation of CSI 300 index spot and futures in China from a new perspective
Suo, Yuan-Yuan; Wang, Dong-Hua; Li, Sai-Ping - In: Economic modelling 49 (2015), pp. 344-353
Persistent link: https://www.econbiz.de/10011439587
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Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
Xie, Wen-Jie; Jiang, Zhi-Qiang; Zhou, Wei-Xing - In: Economic Modelling 36 (2014) C, pp. 8-17
different thresholds q after the recurrence intervals are scaled with the mean recurrence interval τ¯. These findings are …
Persistent link: https://www.econbiz.de/10011048820
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Three-parameter generalized exponential distribution in earthquake recurrence interval estimation
Pasari, Sumanta; Dikshit, Onkar - In: Natural Hazards 73 (2014) 2, pp. 639-656
The purpose of this article is to study the three-parameter (scale, shape, and location) generalized exponential (GE) distribution and examine its suitability in probabilistic earthquake recurrence modeling. The GE distribution shares many physical properties of the gamma and Weibull...
Persistent link: https://www.econbiz.de/10010995585
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A review of the assessment and mitigation of floods in Sindh, Pakistan
Kazi, Asadullah - In: Natural Hazards 70 (2014) 1, pp. 839-864
This paper lays emphasis on the riverine floods (natural hazards), which are more frequent than other types of flood affecting Sindh. Nevertheless, a brief description of the other types of floods is also included. River Indus and its tributaries cut across Pakistan. The river basin so evolved...
Persistent link: https://www.econbiz.de/10010996823
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Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
Xie, Wen-jie; Jiang, Zhi-qiang; Zhou, Wei-xing - In: Economic modelling 36 (2014), pp. 8-17
Persistent link: https://www.econbiz.de/10010412098
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Recurrence intervals of major paleotsunamis as calibrated by historic tsunami deposits in three localities: Port Alberni, Cannon Beach, and Crescent City, along the Cascadia margin, Canada and USA
Peterson, Curt; Clague, John; Carver, Gary; Cruikshank, … - In: Natural Hazards 68 (2013) 2, pp. 321-336
We review geologic records of both historic and prehistoric tsunami inundations at three widely separated localities that experienced significant damage from the 1964 Alaskan tsunami along the Cascadia margin. The three localities are Port Alberni, Cannon Beach, and Crescent City, representing,...
Persistent link: https://www.econbiz.de/10010995631
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Identification and possible recurrence of an oversized tsunami on the Pacific coast of northern Japan
Minoura, Koji; Hirano, Shin-ichi; Yamada, Tsutomu - In: Natural Hazards 68 (2013) 2, pp. 631-643
. The recurrence interval of major tsunamis originating in the Kuril subduction zone is about 400 years. Given that the most …
Persistent link: https://www.econbiz.de/10010996065
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