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type_genre:"Aufsatz im Buch"
~subject:"Extreme value theory"
~subject:"Schätztheorie"
~type_genre:"Working Paper"
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Extreme value theory
Schätztheorie
Outliers
294
Ausreißer
244
Theorie
130
Theory
122
Statistical distribution
96
Statistische Verteilung
96
Risikomaß
92
Risk measure
92
Schätzung
73
Estimation theory
68
Estimation
66
Zeitreihenanalyse
54
Time series analysis
49
outliers
47
Risiko
42
Risk
41
Risk management
34
Risikomanagement
33
Prognoseverfahren
32
Portfolio selection
31
Portfolio-Management
31
Forecasting model
30
Volatility
29
Multivariate Verteilung
27
Multivariate distribution
27
Volatilität
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Capital income
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Probability theory
22
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Welt
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Börsenkurs
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168
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168
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67
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11
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Einmahl, John H. J.
14
Daouia, Abdelaati
7
Stupfler, Gilles
6
Chen Zhou
4
Gather, Ursula
4
He, Yi
4
Usseglio-Carleve, Antoine
4
Becker, Claudia
3
Lucas, André
3
Segers, Johan
3
Beirlant, Jan
2
Bormann, Carsten
2
Christmann, Andreas
2
Croux, Christophe
2
Daníelsson, Jón
2
Ehlert, Andree
2
Fischer, Matthias
2
Franses, Philip Hans
2
Fried, Roland
2
Girard, Stéphane
2
Haan, Laurens de
2
Kiriliouk, Anna
2
Kratz, Marie
2
Litvinova, Svetlana
2
Padoan, Simone A.
2
Schaumburg, Julia
2
Schienle, Melanie
2
Schlather, Martin
2
Silvapulle, Mervyn J.
2
Vries, Casper G. de
2
Abadir, Karim Maher
1
Ahmed, Hanan
1
Anderson, Heather M.
1
Andrianov, Dmitry
1
Atanasova, Christina
1
Atwood, Joseph A.
1
Berge, Klaus
1
Boldyrev, Kirill
1
Bos, Charles S.
1
Boulfani, Fériel
1
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Discussion paper / Center for Economic Research, Tilburg University
14
Working papers / TSE : WP
9
Discussion paper / Tinbergen Institute
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
CESifo working papers
2
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
2
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
2
Documents de recherche / ESSEC Centre de Recherche
2
KBI
2
Birkbeck working papers in economics and finance : BWPEF
1
Borradores de economía
1
Boston College working papers in economics
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CFS working paper series
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Cambridge working papers in economics
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Essays on Bayesian modeling in marketing and economics
1
Financial econometrics and empirical market microstructure
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
IES working paper
1
IZA Discussion Papers
1
Measuring risk in complex stochastic systems
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
Productivity and Inequality
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Research memorandum / METEOR
1
Risikomanagement aus Bankenperspektive : Grundlagen, mathematische Konzepte und Anwendungsfelder ; [Tagung "Mathematik bei Banken und Versicherungen", Dezember 2003 an der TU Bergakademie Freiberg]
1
Robustness in econometrics
1
SFB 649 discussion paper
1
Serie documentos de trabajo sobre desarrollo
1
The Palgrave handbook of economic performance analysis
1
Tinbergen Institute Discussion Paper
1
Working paper
1
Working paper series in economics
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ECONIS (ZBW)
78
EconStor
2
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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
Extreme value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
3
Efficient estimation in extreme value regression models of hedge fund tail risks
Hambuckers, Julien
;
Kratz, Marie
;
Usseglio-Carleve, Antoine
-
2023
Persistent link: https://www.econbiz.de/10014412457
Saved in:
4
On the relation between extremal dependence and concomitants
Khorrami Chokami, Amir
;
Kratz, Marie
-
2023
Persistent link: https://www.econbiz.de/10014327421
Saved in:
5
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
6
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
7
Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models
Casini, Alessandro
-
2022
Persistent link: https://www.econbiz.de/10013255861
Saved in:
8
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
9
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
10
On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170019
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