//--> //--> //-->
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
Retain my current filters
~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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
Combined tail estimation using...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ausreißer
1
Bank
1
Estimation
1
Estimation theory
1
Extreme value index
1
Extreme value methods
1
Outliers
1
Risikomaß
1
Risk measure
1
Scale estimator
1
Schätztheorie
1
Schätzung
1
Weekly returns
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Beirlant, Jan
1
De Spiegeleer, Jan
1
Herrmann, Klaus
1
Reynkens, Tom
1
Schoutens, Wim
1
Published in...
All
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Insurance / Mathematics & economics
42
Insurance: Mathematics and Economics
17
Risks
6
Discussion paper / Center for Economic Research, Tilburg University
5
Other publications TiSEM
5
Research paper series / Swiss Finance Institute
5
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
Scandinavian actuarial journal
5
Statistics & Probability Letters
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Applied mathematical finance
4
Computational Statistics & Data Analysis
4
Discussion Paper / Tilburg University, Center for Economic Research
4
Risks : open access journal
4
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
4
Journal of Multivariate Analysis
3
Swiss Finance Institute Research Paper
3
Advanced series on statistical science & applied probability
2
Applied Mathematical Finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Journal of banking & finance
2
Journal of empirical finance
2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Post-Print / HAL
2
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
2
Statistics & Risk Modeling
2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
2
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
The Geneva risk and insurance review
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
ASTIN BULLETIN ; Vol. 31 - No. 1 - 2001, 37-5
1
Advanced Series on Statistical Science and Applied Probability Ser.
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
Biometrics
1
Casualty Actuarial Society - Publications
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hunting for black swans in the European banking sector using extreme value analysis
Beirlant, Jan
;
Schoutens, Wim
;
De Spiegeleer, Jan
; …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 147-166)
.
2016
Persistent link: https://www.econbiz.de/10011800355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->