//--> //--> //-->
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:"Gilli, Manfred"
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:"Generalized extreme value distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Extreme Value Theory
1
Generalized Extreme Value Distribution
1
Generalized Pareto Distribution
1
Maximum Likelihood Estimation
1
Profile Likelihood Confidence Intervals
1
Quantile Estimation
1
Risk Measures
1
extreme value theory
1
generalized extreme value distribution
1
generalized pareto distribution
1
maximum likelihood estimation
1
profile likelihood confidence intervals
1
quantile estimation
1
risk measures
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Language
All
English
1
Undetermined
1
Author
All
Gilli, Manfred
Calabrese, Raffaella
2
Kunihama, Tsuyoshi
2
Makatjane, Katleho
2
Nakajima, Jouchi
2
Omori, Yasuhiro
2
Afuecheta, Emmanuel
1
Alentorn, Amadeo
1
Anzarut, Michelle
1
Ardakani, Omid M.
1
Beckert, Walter
1
Bocci, Chiara
1
Brown, Richard A.
1
Caporali, Enrica
1
Chan, Stephen
1
Chen, Rong
1
Constable, Scott
1
Cooray, Kahadawala
1
Das, Kumer Pial
1
Dey, Ashim Kumar
1
El-Shafie, Ahmed
1
Fretheim, Torun
1
Fruwirth-Scnatter, Sylvia
1
Frühwirth-Schnatter, Sylvia
1
Ghazali, Abdul
1
Ghon Rhee, S.
1
Hamilton, Jason
1
Hirose, Hideo
1
Hong, H.
1
Huang, Chao
1
Huang, Wei
1
Huang, Yuk
1
JONDEAU, Eric
1
Kim, Hyun-Oh
1
Kim, Joocheol
1
Koudelka, Jiří
1
Koulakiotis, Athanasios
1
Kristiansen, Glenn
1
Këllezi, Evis
1
Lee, Ho Jin
1
more ...
less ...
Institution
All
Swiss Finance Institute
1
Published in...
All
Computational Economics
1
FAME Research Paper Series
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extreme Value Theory for Tail-Related Risk Measures
Këllezi, Evis
;
Gilli, Manfred
-
Swiss Finance Institute
-
2000
estimate the
generalized
extreme
value
distribution
(GEV). Figure 14 plots the yearly minima and maxima of our daily returns …
Persistent link: https://www.econbiz.de/10005264596
Saved in:
2
An Application of Extreme Value Theory for Measuring Financial Risk
Gilli, Manfred
;
këllezi, Evis
- In:
Computational Economics
27
(
2006
)
2
,
pp. 207-228
Persistent link: https://www.econbiz.de/10005701798
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->