//--> //--> //-->
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:"Zhang, Zhengjun"
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 distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Ausreißer
1
Capital income
1
Copula
1
Dynamic modeling
1
Extreme value distribution
1
Extreme value theory
1
Financial risk management
1
Generalized extreme value distribution
1
High-frequency data
1
Kapitaleinkommen
1
Max-stable process
1
Non-standard estimators
1
Order statistics
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Value at risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Zhang, Zhengjun
Calabrese, Raffaella
4
Castagnetti, Carolina
4
Doornik, Jurgen A.
4
Makatjane, Katleho
4
Nadarajah, Saralees
4
Ooms, Marius
4
Rossi, Eduardo
4
Seo, Myung Hwan
4
Trapani, Lorenzo
4
Bolancé, Catalina
3
Gillingham, Kenneth
3
Hidalgo, Javier
3
Iskhakov, Fedor
3
Munk-Nielsen, Anders
3
Rust, John
3
Schjerning, Bertel
3
Tolikas, Konstantinos
3
Zhao, Xin
3
Brown, Richard
2
Emadi, M.
2
Ferreira, Helena
2
Gilli, Manfred
2
Guegan, Dominique
2
Guillén, Montserrat
2
Hall, Peter
2
Jirak, Moritz
2
Kunihama, Tsuyoshi
2
Liao, Xin
2
Moroke, Ntebogang Dinah
2
Nadarajah, S.
2
Nakajima, Jouchi
2
Omori, Yasuhiro
2
Osmetti, Silvia Angela
2
Peng, Zuoxiang
2
Afuecheta, Emmanuel
1
Ahmadi, J.
1
Alemany, Ramon
1
Alentorn, Amadeo
1
Anzarut, Michelle
1
more ...
less ...
Published in...
All
Journal of econometrics
1
Statistical Inference for Stochastic Processes
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
2
On approximating max-stable processes and constructing extremal copula functions
Zhang, Zhengjun
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10005616059
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->