//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
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_exact:"Extreme value theory"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ausreißer
14
Outliers
14
Statistical distribution
9
Statistische Verteilung
9
Extreme value theory
7
Theorie
7
Theory
7
Risikomaß
6
Risk measure
6
Estimation theory
5
Schätztheorie
5
Capital income
4
Kapitaleinkommen
4
Tail index
4
Time series analysis
4
Zeitreihenanalyse
4
Probability theory
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
Aktienindex
2
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Measurement
2
Messung
2
Multivariate Verteilung
2
Multivariate distribution
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Schätzung
2
Share price
2
Statistical test
2
Statistischer Test
2
Stock index
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Zhang, Zhengjun
2
Asimit, Alexandru V.
1
Bollerslev, Tim
1
Bücher, Axel
1
Chen, Rong
1
Chen, Yi-Hsuan
1
Cowell, Frank A.
1
Creal, Drew
1
Cui, Guowei
1
Daouia, Abdelaati
1
Flachaire, Emmanuel
1
Gerrard, Russell
1
Girard, Stéphane
1
Grothe, Oliver
1
Hou, Yanxi
1
Härdle, Wolfgang
1
Jäschke, Stefan
1
Kim, Jihyun
1
Koopman, Siem Jan
1
Korniichuk, Volodymyr
1
Li, Kunpeng
1
Lu, Lina
1
Manner, Hans
1
Mao, Guangyu
1
Meddahi, Nour
1
Nicolau, João
1
Okhrin, Yarema
1
Peng, Liang
1
Rodrigues, Paulo M. M.
1
Shephard, Neil G.
1
Stoykov, Marian Z.
1
Stupfler, Gilles
1
Todorov, Viktor
1
Tsay, Ruey S.
1
Wang, Yulong
1
Wied, Dominik
1
Xiao, Zhijie
1
Zhao, Zifeng
1
more ...
less ...
Published in...
All
Journal of econometrics
Insurance / Mathematics & economics
33
MPRA Paper
27
Discussion paper / Center for Economic Research, Tilburg University
22
Journal of banking & finance
18
Applied economics
17
Economic modelling
16
Discussion paper / Tinbergen Institute
15
Risks : open access journal
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Finance research letters
13
International review of financial analysis
12
Working papers / TSE : WP
12
Journal of empirical finance
11
Physica A: Statistical Mechanics and its Applications
11
The journal of operational risk
11
Tinbergen Institute Discussion Papers
11
Economics letters
10
Energy economics
9
Journal of risk
9
DNB working paper
8
International journal of forecasting
8
International review of economics & finance : IREF
8
Journal of Banking & Finance
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of international money and finance
7
SFB 649 discussion paper
7
Tinbergen Institute Discussion Paper
7
DNB Working Papers
6
ECB Working Paper
6
European journal of operational research : EJOR
6
Journal of mathematical finance
6
Risks
6
The journal of risk model validation
6
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Annals of the Institute of Statistical Mathematics
5
Applied economics letters
5
Astin bulletin : the journal of the International Actuarial Association
5
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
3
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
4
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
5
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
Saved in:
6
Efficient estimation of heterogeneous coefficients in panel data models with common shocks
Li, Kunpeng
;
Cui, Guowei
;
Lu, Lina
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 327-353
Persistent link: https://www.econbiz.de/10012439719
Saved in:
7
Tail event driven networks of SIFIs
Chen, Yi-Hsuan
;
Härdle, Wolfgang
;
Okhrin, Yarema
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
Saved in:
8
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
9
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
10
Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
; …
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
Saved in:
11
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
Saved in:
12
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
13
Modeling multivariate extreme events using self-exciting point processes
Grothe, Oliver
;
Korniichuk, Volodymyr
;
Manner, Hans
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 269-289
Persistent link: https://www.econbiz.de/10010497083
Saved in:
14
Testing the assumptions behind importance sampling
Koopman, Siem Jan
;
Shephard, Neil G.
;
Creal, Drew
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10003833708
Saved in:
15
Income distribution and inequality measurement : the problem of extreme values
Cowell, Frank A.
;
Flachaire, Emmanuel
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1044-1072
Persistent link: https://www.econbiz.de/10003571391
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->