//--> //--> //-->
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:"Schwaab, Bernd"
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:"Extreme Value"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Securities Markets Programme (SMP)
7
Ausreißer
6
Outliers
6
Risikomaß
6
Risk measure
6
Statistical distribution
6
Statistische Verteilung
6
dynamic tail risk
6
extreme value theory
6
observation-driven models
6
Theorie
5
Theory
5
Estimation
4
European Central Bank (ECB)
4
Probability theory
4
Schätzung
4
Wahrscheinlichkeitsrechnung
4
EU countries
3
EU-Staaten
3
Central bank
2
Euro area
2
EuropeanCentral Bank (ECB)
2
Eurozone
2
Geldpolitik
2
Monetary policy
2
Zentralbank
2
Börsenkurs
1
Capital income
1
Dynamic tail risk
1
Extreme value theory
1
Kapitaleinkommen
1
Observation-driven models
1
Risiko
1
Risk
1
Schock
1
Share price
1
Shock
1
Stock return tails
1
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Book / Working Paper
8
Article
1
Type of publication (narrower categories)
All
Working Paper
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
9
Author
All
Schwaab, Bernd
Einmahl, John H. J.
30
Chen Zhou
24
McAleer, Michael
21
Straetmans, Stefan
20
Vries, Casper G. de
20
Herrera, Rodrigo
19
Zhou, Chen
19
Daouia, Abdelaati
17
Cotter, John
14
Aboura, Sofiane
13
Watanabe, Hiroki
13
Stupfler, Gilles
12
Trabelsi, Abdelwahed
12
Allen, David E.
11
Berliant, Marcus
11
Kumar, Dilip
11
Lucas, André
11
Maheswaran, S.
11
Pontines, Victor
11
Daníelsson, Jón
10
Ghorbel, Ahmed
10
Nadarajah, Saralees
10
Stoja, Evarist
10
Zhang, Zhengjun
10
Beirlant, Jan
9
Chang, Chia-Lin
9
Girard, Stéphane
9
Haan, Laurens de
9
Uppal, Jamshed Y.
9
Zhang, Xin
9
Giudici, Paolo
8
Pais, Amelia
8
Schaumburg, Julia
8
Stork, Philip
8
Yang, Fan
8
Acemoglu, Daron
7
Bolancé, Catalina
7
Byström, Hans
7
Candelon, Bertrand
7
more ...
less ...
Published in...
All
ECB Working Paper
2
Discussion paper / Tinbergen Institute
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Sveriges Riksbank Working Paper Series
1
Sveriges Riksbank working paper series
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Paper 2020-076/III
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
EconStor
3
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
2
Modeling extreme events : time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2021
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in
Extreme
Value
Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10012429187
Saved in:
3
Modeling extreme events : timevarying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2020
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in
Extreme
Value
Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10012315434
Saved in:
4
Modeling extreme events: Time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2021
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in
Extreme
Value
Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10012515445
Saved in:
5
Modeling Extreme Events : Time-Varying Extreme Tail Shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, Andre
-
2021
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in
Extreme
Value
Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10013252235
Saved in:
6
Modeling Extreme Events : Time-Varying Extreme Tail Shape
Schwaab, Bernd
;
Lucas, Andre
;
Zhang, Xin
-
2021
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in
Extreme
Value
Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10013243812
Saved in:
7
Modeling extreme events: time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2020
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in
Extreme
Value
Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10012427176
Saved in:
8
Modeling extreme events: Time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2020
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in
Extreme
Value
Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10012497751
Saved in:
9
Modeling extreme events: time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
-
2020
Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in
Extreme
Value
Theory, but casts the model in a …
Persistent link: https://www.econbiz.de/10012385032
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->