//--> //--> //--> //-->
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"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Outliers
Ausreißer
16
Risikomaß
8
Risk measure
8
Portfolio selection
6
Portfolio-Management
6
Statistical distribution
6
Statistische Verteilung
6
Theorie
5
Theory
5
Estimation theory
4
Schätztheorie
4
BRICS countries
3
BRICS-Staaten
3
Basel Accord
3
Basler Akkord
3
Country risk
3
Currency speculation
3
Länderrisiko
3
Probability theory
3
Risiko
3
Risk
3
Risk management
3
Spillover effect
3
Spillover-Effekt
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
Währungsspekulation
3
Estimation
2
Extreme value statistics
2
Risikomanagement
2
Schätzung
2
USA
2
United States
2
functional limit theorems
2
non-identical distributions
2
tail dependence
2
1978-2007
1
1987-2008
1
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Article in journal
11
Aufsatz in Zeitschrift
11
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
16
Author
All
Allen, David E.
Chen Zhou
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
Corsetti, Giancarlo
3
Fischer, Matthias
3
Gerba, Eddie
3
Herrera, Rodrigo
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
DNB working papers
1
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Working paper
1
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
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
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:
3
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:
4
Outlier detection in TARGET2 risk indicators
Heijmans, Ronald
;
Chen Zhou
-
2019
Persistent link: https://www.econbiz.de/10011966026
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
6
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
7
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
8
Systemic risk allocation for systems with a small number of banks
Qin, Xiao
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10009746621
Saved in:
9
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
10
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->