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subject:"Outliers"
~person:"Allen, David E."
~person:"Chen Zhou"
~person:"Herrera, Rodrigo"
~person:"Lombardo, Giovanni"
~subject:"Risiko"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Extreme value theory"
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Outliers
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Allen, David E.
Chen Zhou
Herrera, Rodrigo
Lombardo, Giovanni
Einmahl, John H. J.
21
Daouia, Abdelaati
10
Stupfler, Gilles
8
Haan, Laurens de
7
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6
Vries, Casper G. de
6
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5
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4
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4
He, Yi
4
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4
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4
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4
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4
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4
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Chang, Chia-Lin
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3
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3
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ECONIS (ZBW)
22
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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
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:
3
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:
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:
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