Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"generalized Pareto"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
generalized Pareto distribution
16
Generalized Pareto Distribution
10
Statistical distribution
9
Statistische Verteilung
9
Generalized Pareto distribution
7
extreme value theory
7
Extreme Value Theory
6
Pareto efficiency
6
Pareto-Optimum
6
Theorie
6
Theory
6
Ausreißer
5
Estimation theory
5
Outliers
5
Schätztheorie
5
Einkommensverteilung
4
HBAI
4
Income distribution
4
Pareto distribution
4
Risiko
4
Risk
4
SPI
4
Value-at-Risk
4
inequality
4
survey under-coverage
4
top incomes
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Gini coefficient
3
Gini-Koeffizient
3
Hill estimate
3
Monte Carlo simulations
3
Operational risk
3
Peaks over threshold
3
Picklands estimate
3
Risikomanagement
3
Risikomaß
3
Risk management
3
Risk measure
3
more ...
less ...
Online availability
All
Free
42
CC license
1
Type of publication
All
Book / Working Paper
30
Article
12
Type of publication (narrower categories)
All
Working Paper
13
Arbeitspapier
10
Graue Literatur
9
Non-commercial literature
9
Article in journal
6
Aufsatz in Zeitschrift
6
Article
2
more ...
less ...
Language
All
English
28
Undetermined
13
French
1
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
Abbas, Yasser
1
Alupoaiei, Alexie
1
Bengio, Yoshua
1
Bergemann, Dirk
1
Bi, Guang
1
Boulfani, Fériel
1
CHAVEZ-DEMOULIN, Valérie
1
Carreau, Julie
1
Cayton, Peter Julian
1
Cayton, Peter Julian A.
1
Cerović, Julija
1
Chen, Qinlu
1
Chu, Carlin C. F.
1
Daouia, Abdelaati
1
Dennis S. Mapa, Ph. D.
1
Disslbacher, Franziska
1
Dutta, Kabir
1
Embrechts, Paul
1
Emmenegger, Jana
1
Ertl, Michael
1
Gendre, Xavier
1
Godwin, Ryan T.
1
Hambuckers, Julien
1
He, Yi
1
Heumann, Tibor
1
Hyndman, Rob J.
1
Jondeau, E.
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 Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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
Working papers / TSE : WP
2
Advances in Economic and Financial Research - DOFIN Working Paper Series
1
Bozen economics & management paper series : BEMPS
1
Business Systems Research
1
CIRANO Working Papers
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 recherche / ESSEC Centre de Recherche
1
Documents de travail du Centre d'Economie de la Sorbonne
1
FAME Research Paper Series
1
INEQ working 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
more ...
less ...
Source
All
RePEc
20
ECONIS (ZBW)
16
EconStor
5
USB Cologne (business full texts)
1
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail expectile-VaR estimation in the semiparametric
Generalized
Pareto
model
Abbas, Yasser
;
Daouia, Abdelaati
;
Nemouchi, Boutheina
; …
-
2025
Persistent link: https://www.econbiz.de/10015192022
Saved in:
2
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:
3
Consumer-optimal segmentation in multi-product markets
Bergemann, Dirk
;
Heumann, Tibor
;
Wang, Michael C.
-
2024
Persistent link: https://www.econbiz.de/10015271624
Saved in:
4
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:
5
Efficient estimation in extreme value regression models of hedge fund tail risks
Hambuckers, Julien
;
Kratz, Marie
;
Usseglio-Carleve, Antoine
-
2023
Persistent link: https://www.econbiz.de/10014412457
Saved in:
6
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:
7
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
region-specific Pareto and
generalized
Pareto
distributions estimated from tax records. The combined survey and tax data …
Persistent link: https://www.econbiz.de/10014514109
Saved in:
8
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:
9
Analysis of nonlinear comovement of benchmark Thai government bond yields
Rewat Khanthaporn
-
2022
Persistent link: https://www.econbiz.de/10013429426
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
