//--> //--> //--> //-->
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:"Haan, Laurens de"
~person:"Li, Yushu"
~person:"Oordt, Maarten van"
~person:"Yang, Fan"
~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
15
Theorie
8
Theory
8
Statistical distribution
4
Statistische Verteilung
4
Estimation theory
3
Fourier analysis
3
Fourier-Analyse
3
Probability theory
3
Risikomaß
3
Risk measure
3
Schätztheorie
3
Statistical method
3
Statistische Methode
3
Wahrscheinlichkeitsrechnung
3
Estimation
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Risk management
2
Schätzung
2
Scientific modelling
2
Statistical test
2
Statistischer Test
2
extreme value theory
2
risk management
2
Asymptotic (In-)dependence
1
Beta risk
1
Betafaktor
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Commodity derivative
1
Extreme value statistics
1
Financial sector
1
Finanzsektor
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
15
Graue Literatur
13
Non-commercial literature
13
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
15
Author
All
Haan, Laurens de
Li, Yushu
Oordt, Maarten van
Yang, Fan
Einmahl, John H. J.
21
Chen Zhou
13
Daouia, Abdelaati
10
Stupfler, Gilles
8
McAleer, Michael
6
Vries, Casper G. de
6
Pérez Amaral, Teodosio
5
Bormann, Carsten
4
Girard, Stéphane
4
He, Yi
4
Lucas, André
4
Schaumburg, Julia
4
Schienle, Melanie
4
Segers, Johan
4
Stoja, Evarist
4
Straetmans, Stefan
4
Usseglio-Carleve, Antoine
4
Allen, David E.
3
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
Orlik, Anna
3
Pambira, Alberto
3
Santos, Paulo Araújo
3
Schwaab, Bernd
3
Veldkamp, Laura
3
Zhang, Xin
3
Acemoglu, Daron
2
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
1
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
4
DNB working paper
3
Working paper / Department of Economics, Lund University
3
Discussion paper / Tinbergen Institute
2
CREATES research paper
1
Econometric Institute research papers
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
3
On agricultural commodities' extreme price risk
Oordt, Maarten van
;
Stork, Philip
;
Vries, Casper G. de
-
2013
Persistent link: https://www.econbiz.de/10010225579
Saved in:
4
Systematic tail risk
Oordt, Maarten van
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010225580
Saved in:
5
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
Saved in:
6
Testing for structural breaks in the presence of data perturbations : impacts and wavelet based improvements
Reese, Simon
;
Li, Yushu
-
2013
Persistent link: https://www.econbiz.de/10010195441
Saved in:
7
Wavelet improvement in turning point detection using a HMM model
Li, Yushu
-
2012
Persistent link: https://www.econbiz.de/10009537286
Saved in:
8
Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu
-
2012
Persistent link: https://www.econbiz.de/10009537293
Saved in:
9
Systematic risk under extremely adverse market conditions
Oordt, Maarten van
;
Chen Zhou
-
2011
Persistent link: https://www.econbiz.de/10008901175
Saved in:
10
Wavelet based outlier correction for power controlled turning point detection in surveillance systems
Li, Yushu
-
2011
Persistent link: https://www.econbiz.de/10009272109
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->