//--> //--> //--> //-->
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
subject:"Outliers"
~isPartOf:"Dissertation Series CentER"
~isPartOf:"International review of financial analysis"
~subject:"Simulation"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Outliers
Simulation
Ausreißer
17
Theorie
10
Theory
10
Risikomaß
9
Risk measure
9
Risiko
7
Risk
7
Risikomanagement
6
Risk management
6
Statistical distribution
6
Statistische Verteilung
6
Aktienmarkt
5
Capital income
5
Kapitaleinkommen
5
Multivariate Verteilung
5
Multivariate distribution
5
Stock market
5
Forecasting model
4
Probability theory
4
Prognoseverfahren
4
Wahrscheinlichkeitsrechnung
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Estimation theory
3
Measurement
3
Messung
3
Portfolio selection
3
Portfolio-Management
3
Schätztheorie
3
Schätzung
3
USA
3
United States
3
Volatility
3
Volatilität
3
Correlation
2
Korrelation
2
Spillover effect
2
Spillover-Effekt
2
more ...
less ...
Online availability
All
Free
5
Undetermined
4
Type of publication
All
Article
12
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Graue Literatur
5
Hochschulschrift
5
Non-commercial literature
5
Thesis
4
Language
All
English
17
Author
All
Ahelegbey, Daniel Felix
1
Ahmed, Hanan
1
Assaf, Ata
1
Bax, Karoline
1
Berger, Theo
1
Bhattacharyya, Malay
1
Cai, Juan-Juan
1
Czado, Claudia
1
Fernández, Viviana
1
Giudici, Paolo
1
González Sánchez, Mariano
1
He, Yi
1
Krajina, Andrea
1
Kumar, Dilip
1
Liu, Lu
1
Maheswaran, S.
1
Mendes, Beatriz Vaz de Melo
1
Missong, Martin
1
Mojtahedi, Fatemeh
1
Muhammad Shafiullah
1
Naeem, Muhammad Abubakr
1
Nave Pineda, Juan M.
1
Paterlini, Sandra
1
Ritolia, Gopal
1
Sahin, Özge
1
Sitara Karim
1
Souza, Rafael Martins de
1
Valk, Cees de
1
Wagner, Niklas F.
1
more ...
less ...
Published in...
All
Dissertation Series CentER
International review of financial analysis
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
22
Applied economics
17
Risks : open access journal
15
Economic modelling
14
Journal of banking & finance
14
Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
Finance research letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The journal of operational risk
11
Working papers / TSE : WP
11
Journal of empirical finance
10
Economics letters
9
Journal of risk
9
DNB working paper
8
Energy economics
8
International review of economics & finance : IREF
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
Journal of international money and finance
7
SFB 649 discussion paper
7
Journal of mathematical finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
CESifo working papers
5
Journal of financial econometrics
5
NBER Working Paper
5
NBER working paper series
5
Working paper
5
Working paper / Department of Economics, Lund University
5
Astin bulletin : the journal of the International Actuarial Association
4
CentER Discussion Paper Series
4
Econometric reviews
4
European journal of operational research : EJOR
4
Financial markets and portfolio management
4
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extreme value statistics using related variables
Ahmed, Hanan
-
2022
Persistent link: https://www.econbiz.de/10013263346
Saved in:
2
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
3
ESG, risk, and (tail) dependence
Bax, Karoline
;
Sahin, Özge
;
Czado, Claudia
;
Paterlini, …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014456333
Saved in:
4
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
5
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
6
A large deviations approach to the statistics of extreme events
Valk, Cees de
-
2016
Persistent link: https://www.econbiz.de/10011575082
Saved in:
7
Multivariate extreme value statistics for risk assessment
He, Yi
-
2016
Persistent link: https://www.econbiz.de/10011584523
Saved in:
8
Estimation concerning risk under extreme value conditions
Cai, Juan-Juan
-
2012
Persistent link: https://www.econbiz.de/10009733182
Saved in:
9
An M-Estimator of multivariate tail dependence
Krajina, Andrea
-
2010
Persistent link: https://www.econbiz.de/10003978221
Saved in:
10
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->