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Search: subject:"multivariate extreme value"
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Ausreißer
13
Outliers
13
Multivariate extreme value theory
12
Risikomaß
10
Risk measure
10
Theorie
9
Risikomanagement
8
Risk management
8
Theory
8
Statistical distribution
7
Statistische Verteilung
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multivariate extreme value theory
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5
ARCH-Modell
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Multivariate Extreme Value Analysis
5
Multivariate Extreme Value Theory
5
Systemic risk
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Systemrisiko
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Tail dependence
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Asymptotic (In-)dependence
4
Bank
4
Bank risk
4
Bankrisiko
4
Financial crisis
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Finanzkrise
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Finanzsektor
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Schätzung
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dependence structure
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Aktienmarkt
3
Asymptotic dependence
3
Asymptotic independence
3
Estimation
3
Estimation theory
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Financial sector
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Integration of European equity markets
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International equity market linkages
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Multivariate extremal index
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English
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Ferreira, Helena
5
Ferreira, Marta
4
Geluk, J.L.
3
Schich, Sebastian T.
3
Straetmans, Stefan
3
Bierlaire, Michel
2
Chaudhry, Sajid M.
2
Chen Zhou
2
Dias, Alexandra
2
Fosgerau, Mogens
2
Garita, Gus
2
Ghorbel, Ahmed
2
Haan, L. de
2
Haan, Laurens de
2
Hartmann, Philipp
2
Qin, Xiao
2
Trabelsi, Abdelwahed
2
Vries, C.G. de
2
de Vries, Casper
2
Ahmed, Rizwan
1
Anne, Dutfoy
1
Bee, Marco
1
Belbachir, Mohammadine
1
Belhajjam, Abdellah
1
Benjasak, Chonlakan
1
Bienvenüe, Alexis
1
Charpentier, A.
1
Cui, Qiurong
1
Dominicy, Yves
1
Einmahl, John H. J.
1
El Ouardirhi, Saad
1
Falk, Michael
1
Ferreira, Ana
1
Ferreira, H.
1
Fougères, A.-L.
1
Fougères, Anne-Laure
1
Geluk, J. L.
1
Genest, C.
1
Heikilä, Matias
1
Ilmonen, Pauliina
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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de Nederlandsche Bank
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Deutsche Bundesbank
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Dipartimento di Economia e Management, Università degli Studi di Trento
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European Central Bank
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Tinbergen Instituut
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Journal of Multivariate Analysis
4
MPRA Paper
4
Annals of the Institute of Statistical Mathematics
2
DNB Working Papers
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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Pacific-Basin finance journal
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Technological forecasting & social change : an international journal
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Tinbergen Institute Discussion Paper
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WO Research Memoranda (discontinued)
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RePEc
25
ECONIS (ZBW)
14
EconStor
3
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The multivariate extremal index and the dependence structure of a
multivariate
extreme
value
distribution
Martins, A.
;
Ferreira, H.
- In:
TEST: An Official Journal of the Spanish Society of …
14
(
2005
)
2
,
pp. 433-448
Persistent link: https://www.econbiz.de/10005390548
Saved in:
42
Moment Estimation for
Multivariate
Extreme
Value
Distribution in a Nested Logistic Model
Shi, Daoji
;
Zhou, Shengsheng
- In:
Annals of the Institute of Statistical Mathematics
51
(
1999
)
2
,
pp. 253-264
Persistent link: https://www.econbiz.de/10005760249
Saved in:
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