//--> //--> //--> //-->
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"
~person:"Allen, David E."
~person:"Chen Zhou"
~person:"Corsetti, Giancarlo"
~person:"Herrera, Rodrigo"
~type_genre:"Arbeitspapier"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Outliers
Ausreißer
22
Risikomaß
14
Risk measure
14
Theorie
11
Theory
11
Portfolio selection
9
Portfolio-Management
9
Statistical distribution
9
Statistische Verteilung
9
Risiko
7
Risk
7
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
Börsenkurs
4
Estimation theory
4
Risk management
4
Schätztheorie
4
Share price
4
BRICS countries
3
BRICS-Staaten
3
Basel Accord
3
Basler Akkord
3
Country risk
3
Currency speculation
3
Länderrisiko
3
Probability theory
3
Risikomanagement
3
Risikoprämie
3
Risk premium
3
Spillover effect
3
Spillover-Effekt
3
Terms of Trade
3
Terms of trade
3
Wahrscheinlichkeitsrechnung
3
Währungsspekulation
3
Asymmetry
2
Extreme value statistics
2
more ...
less ...
Online availability
All
Free
20
Undetermined
1
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Article in journal
20
Aufsatz in Zeitschrift
20
Aufsatz im Buch
1
Book section
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
22
Author
All
Allen, David E.
Chen Zhou
Corsetti, Giancarlo
Herrera, Rodrigo
Einmahl, John H. J.
21
Daouia, Abdelaati
10
Stupfler, Gilles
8
Haan, Laurens de
7
McAleer, Michael
6
Vries, Casper G. de
6
Pérez Amaral, Teodosio
5
Bormann, Carsten
4
Girard, Stéphane
4
He, Yi
4
Li, Yushu
4
Lucas, André
4
Schaumburg, Julia
4
Schienle, Melanie
4
Segers, Johan
4
Stoja, Evarist
4
Straetmans, Stefan
4
Usseglio-Carleve, Antoine
4
Cañón, Carlos Iván
3
Chang, Chia-Lin
3
Fischer, Matthias
3
Gerba, Eddie
3
Härdle, Wolfgang
3
Jiménez-Martín, Juan-Ángel
3
Johansen, Søren
3
Kratz, Marie
3
Lombardo, Giovanni
3
Nielsen, Bent
3
Oordt, Maarten van
3
Orlik, Anna
3
Pambira, Alberto
3
Santos, Paulo Araújo
3
Schwaab, Bernd
3
Veldkamp, Laura
3
Zhang, Xin
3
Acemoglu, Daron
2
more ...
less ...
Published in...
All
DNB working paper
7
Discussion paper / Center for Economic Research, Tilburg University
5
CFS working paper series
1
DNB working papers
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Econometric Institute research papers
1
International finance discussion papers
1
NCER working paper series
1
SFB 649 discussion paper
1
Working paper
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Sharing asymmetric tail risk : smoothing, asset prices and terms of trade
Corsetti, Giancarlo
;
Lipinska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012700479
Saved in:
3
Sharing asymmetric tail risk: smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipińska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012620824
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
Outlier detection in TARGET2 risk indicators
Heijmans, Ronald
;
Chen Zhou
-
2019
Persistent link: https://www.econbiz.de/10011966026
Saved in:
7
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
8
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
9
Sharing asymmetric tail risk : smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipinska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012601997
Saved in:
10
Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
-
2016
Persistent link: https://www.econbiz.de/10011777185
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->