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person:"Caserta, Silvia"
~person:"Aboura, Sofiane"
~person:"Chen Zhou"
~person:"Zhang, Zhengjun"
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Search: subject_exact:"Extreme value theory"
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Ausreißer
32
Outliers
32
Statistical distribution
16
Statistische Verteilung
16
Theorie
16
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15
Risikomaß
14
Risk measure
14
Extreme value theory
12
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10
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9
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8
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8
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extreme value theory
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risk management
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Caserta, Silvia
Aboura, Sofiane
Chen Zhou
Zhang, Zhengjun
Einmahl, John H. J.
29
Herrera, Rodrigo
19
Vries, Casper G. de
19
Zhou, Chen
18
Straetmans, Stefan
14
Cotter, John
13
Daouia, Abdelaati
13
Watanabe, Hiroki
13
Berliant, Marcus
11
Pontines, Victor
11
Stupfler, Gilles
11
Trabelsi, Abdelwahed
11
Lucas, André
10
Stoja, Evarist
10
Daníelsson, Jón
9
Ghorbel, Ahmed
9
Haan, Laurens de
8
Kumar, Dilip
8
Pais, Amelia
8
Schaumburg, Julia
8
Schwaab, Bernd
8
Stork, Philip
8
Uppal, Jamshed Y.
8
Zhang, Xin
8
Acemoglu, Daron
7
Allen, David E.
7
Chernozhukov, Victor
7
Fabozzi, Frank J.
7
Martins-Filho, Carlos
7
Qin, Xiao
7
Stoyanov, Stoyan V.
7
Tahbaz-Salehi, Alireza
7
Tolikas, Konstantinos
7
Yang, Fan
7
Yao, Feng
7
Zikovic, Sasa
7
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7
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5
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2
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2
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2
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
35
RePEc
12
EconStor
2
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
Saved in:
3
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
4
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
5
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
6
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
Saved in:
7
Outlier detection in TARGET2 risk indicators
Heijmans, Ronald
;
Chen Zhou
-
2019
Persistent link: https://www.econbiz.de/10011966026
Saved in:
8
Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
Saved in:
9
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
10
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
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