//--> //--> //-->
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
~person:"Allen, David E."
~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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
3
BRICS countries
3
BRICS-Staaten
3
Basel Accord
3
Basler Akkord
3
Country risk
3
Currency speculation
3
Länderrisiko
3
Outliers
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Spillover effect
3
Spillover-Effekt
3
Volatility
3
Volatilität
3
Währungsspekulation
3
BRICS
1
Country risk ratings
1
Currency hedging strategies
1
Extreme market risk
1
Extreme value methodologies
1
Fast clustering
1
Forecasting
1
Mixture models
1
Risk management
1
VIX futures
1
Value-at-Risk
1
Volatility spillovers
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
3
Author
All
Allen, David E.
Einmahl, John H. J.
21
Chen Zhou
13
Daouia, Abdelaati
10
Stupfler, Gilles
8
Vries, Casper G. de
8
Haan, Laurens de
7
McAleer, Michael
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
Daníelsson, Jón
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
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Working paper
1
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/10009767001
Saved in:
2
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
3
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->