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  • Search: subject:"extreme value analysis"
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Year of publication
Subject
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extreme value analysis 10 Bivariate Extreme Value Analysis 6 Extreme Co-movements 6 Flight to Quality 6 Börsenkurs 5 Multivariate Extreme Value Analysis 5 Risikomaß 5 banking stability 5 diversification 5 financial conglomerates 5 non-interest income 5 tail risk 5 Asymptotic (In-)dependence 4 Ausreißer 4 Contagion 4 Financial Crises 4 Market Crashes 4 Outliers 4 Risk measure 4 Systemic Risk 4 Systemic Stability 4 Theorie 4 Aktienmarkt 3 Bankenkrise 3 Extreme value analysis 3 Integration of European equity markets 3 International equity market linkages 3 Kapitaleinkommen 3 Multivariate extreme value analysis 3 Preiskonvergenz 3 Schätzung 3 Share price 3 Aktienindex 2 Arbeitsteilung 2 Bankenliquidität 2 Banking crisis 2 Bayesian inference 2 Capital income 2 Complex mountainous region 2 Deutschland 2
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Online availability
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Free 27 CC license 2
Type of publication
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Book / Working Paper 23 Article 4
Type of publication (narrower categories)
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Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 2 Article in journal 2 Aufsatz in Zeitschrift 2
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Language
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English 22 Undetermined 5
Author
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Vries, C.G. de 4 De Jonghe, Olivier 3 Geluk, J.L. 3 Hartmann, P. 3 Hartmann, Philipp 3 Schich, Sebastian T. 3 Straetmans, S. 3 Straetmans, Stefan 3 Giles, David E. 2 Haan, L. de 2 Li, Yongle 2 Qin, Jingxi 2 Song, Lili 2 Vries, Casper G. de 2 Wei, Kai 2 Yu, Jiaxin 2 Zhang, Jingyu 2 Zhang, Mingjin 2 de Vries, C.G. 2 de Vries, Casper 2 Chukiat Chaiboonsri 1 Daouia, Abdelaati 1 Geluk, J. L. 1 Haan, Laurens de 1 JONGHE, O. DE 1 Jonghe, Olivier De 1 Ren, Feng 1 Satawat Wannapan 1 Sato, Noriko 1 Stupfler, Gilles 1 Usseglio-Carleve, Antoine 1 Yoshimura, Tetsuhiko 1 de Haan, L. 1 vries, C.G. de 1
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Institution
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Department of Economics, University of Victoria 2 Tinbergen Institute 2 Tinbergen Instituut 2 Deutsche Bundesbank 1 European Central Bank 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Nationale Bank van België/Banque national de Belqique (BNB) 1 Tilburg University, Center for Economic Research 1 de Nederlandsche Bank 1
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Published in...
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Tinbergen Institute Discussion Papers 4 Discussion paper / Tinbergen Institute 2 Econometrics Working Papers 2 Tinbergen Institute Discussion Paper 2 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion Paper Series 1 1 Discussion Paper Series 1: Economic Studies 1 Discussion paper / Deutsche Bundesbank 1 ECB Working Paper 1 Economies 1 Economies : open access journal 1 Energy Reports 1 Energy reports 1 NBB Working Paper 1 WO Research Memoranda (discontinued) 1 Working Paper Research 1 Working Paper Series / European Central Bank 1 Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 1 Working paper / National Bank of Belgium / National Bank of Belgium 1 Working papers / TSE : WP 1
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Source
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RePEc 12 EconStor 8 ECONIS (ZBW) 7
Showing 1 - 10 of 27
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Economic and Societal Losses Due to Environmental Impacts on Forestry Productivity
Sato, Noriko (contributor); Yoshimura, Tetsuhiko (contributor) - 2023
After successful government-led afforestation projects, what are the challenges for forest management in the face of climate change in East Asia? This reprint presents studies from the natural and social sciences related to forest conservation, engineering, disaster sociology, and forest policy...
Persistent link: https://www.econbiz.de/10014520984
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Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2022
Persistent link: https://www.econbiz.de/10013170015
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Applying quantum mechanics for extreme value prediction of VaR and ES in the ASEAN stock exchange
In: Economies 9 (2021) 1, pp. 1-14
The advantage of quantum mechanics to shift up the ability to econometrically understand extreme tail losses in financial data has become more desirable, especially in cases of Value at Risk (VaR) and Expected Shortfall (ES) predictions. Behind the non-novel quantum mechanism, it does...
Persistent link: https://www.econbiz.de/10013199751
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Applying quantum mechanics for extreme value prediction of VaR and ES in the ASEAN stock exchange
Chukiat Chaiboonsri; Satawat Wannapan - In: Economies : open access journal 9 (2021) 1/13, pp. 1-14
The advantage of quantum mechanics to shift up the ability to econometrically understand extreme tail losses in financial data has become more desirable, especially in cases of Value at Risk (VaR) and Expected Shortfall (ES) predictions. Behind the non-novel quantum mechanism, it does...
Persistent link: https://www.econbiz.de/10012483260
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Multi-site measurement for energy application of small distributed wind farm in complex mountainous areas
Zhang, Mingjin; Zhang, Jingyu; Li, Yongle; Yu, Jiaxin; … - In: Energy Reports 6 (2020), pp. 1043-1056
As a clean and highly valuable renewable energy, wind energy has gradually become an important branch of energy technology. By means of measurement methods, the wind characteristics, energy applications for distributed wind energy source (DWES) in six sites in Henduan Mountains and economic...
Persistent link: https://www.econbiz.de/10012652461
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Multi-site measurement for energy application of small distributed wind farm in complex mountainous areas
Zhang, Mingjin; Zhang, Jingyu; Li, Yongle; Yu, Jiaxin; … - In: Energy reports 6 (2020), pp. 1043-1056
As a clean and highly valuable renewable energy, wind energy has gradually become an important branch of energy technology. By means of measurement methods, the wind characteristics, energy applications for distributed wind energy source (DWES) in six sites in Henduan Mountains and economic...
Persistent link: https://www.econbiz.de/10012220911
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The Extreme-Value Dependence Between the Chinese and Other International Stock Markets
Giles, David E. - Department of Economics, University of Victoria - 2010
Extreme value theory (EVT) measures the behavior of extreme observations on a random variable. EVT in risk management, an approach to modeling and measuring risks under rare events, has taken on a prominent role in recent years. This paper contributes to the literature in two respects by...
Persistent link: https://www.econbiz.de/10008765688
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Back to the basics in banking? A micro-analysis of banking system stability
De Jonghe, Olivier - 2009
’ systemic risk exposures using extreme value analysis. Systemic banking risk is measured as the tail beta, which equals the …
Persistent link: https://www.econbiz.de/10011506687
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Back to Basics in Banking? A Micro-Analysis of Banking System Stability
De Jonghe, Olivier - Tilburg University, Center for Economic Research - 2009
’ systemic risk exposures using extreme value analysis. Systemic banking risk is measured as the tail beta, which equals the …
Persistent link: https://www.econbiz.de/10011092811
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Back to the basics in banking ? A micro-analysis of banking system stability
Jonghe, Olivier De - Nationale Bank van België/Banque national de Belqique (BNB) - 2009
’ systemic risk exposures using extreme value analysis. Systemic banking risk is measured as the tail beta, which equals the …
Persistent link: https://www.econbiz.de/10004984627
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