//--> //--> //-->
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
~isPartOf:"Econometric Institute research papers"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ausreißer
3
Outliers
3
Basel Accord
2
Basler Akkord
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
2008-2010
1
BRICS countries
1
BRICS-Staaten
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Country risk
1
Currency speculation
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Länderrisiko
1
Prognoseverfahren
1
Sampling
1
Spillover effect
1
Spillover-Effekt
1
Stichprobenerhebung
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Welt
1
World
1
Währungsspekulation
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
All
English
3
Author
All
McAleer, Michael
2
Allen, David E.
1
Chang, Chia-Lin
1
Geluk, Jaap
1
Haan, Laurens de
1
Jiménez-Martín, Juan-Ángel
1
Pérez Amaral, Teodosio
1
Santos, Paulo Araújo
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Econometric Institute research papers
Insurance / Mathematics & economics
33
MPRA Paper
27
Discussion paper / Center for Economic Research, Tilburg University
22
Journal of banking & finance
18
Applied economics
17
Economic modelling
16
Discussion paper / Tinbergen Institute
15
Journal of econometrics
15
Risks : open access journal
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
International review of financial analysis
12
Working papers / TSE : WP
12
Finance research letters
11
Journal of empirical finance
11
Physica A: Statistical Mechanics and its Applications
11
The journal of operational risk
11
Tinbergen Institute Discussion Papers
11
Economics letters
10
Journal of risk
9
DNB working paper
8
Energy economics
8
International journal of forecasting
8
International review of economics & finance : IREF
8
Journal of Banking & Finance
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of international money and finance
7
SFB 649 discussion paper
7
Tinbergen Institute Discussion Paper
7
DNB Working Papers
6
ECB Working Paper
6
European journal of operational research : EJOR
6
Journal of mathematical finance
6
Risks
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
Annals of the Institute of Statistical Mathematics
5
Applied economics letters
5
Astin bulletin : the journal of the International Actuarial Association
5
CESifo working papers
5
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
2
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
3
On bootstrap sample size in extreme value theory
Geluk, Jaap
(
contributor
);
Haan, Laurens de
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722196
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->