//--> //--> //--> //-->
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
~subject:"ARCH model"
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 theory"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Ausreißer
968
Outliers
968
Risikomaß
513
Risk measure
510
Theorie
477
Theory
468
Statistische Verteilung
379
Statistical distribution
378
Risikomanagement
283
Risk management
281
Extreme value theory
252
extreme value theory
249
Risk
224
Risiko
220
Schätzung
185
Estimation
182
Kapitaleinkommen
165
Capital income
164
Portfolio selection
153
Portfolio-Management
152
Extreme Value Theory
147
ARCH-Modell
145
Schätztheorie
133
Estimation theory
131
Multivariate Verteilung
129
Multivariate distribution
129
Volatility
111
Volatilität
107
Financial crisis
93
Finanzkrise
90
Prognoseverfahren
90
Forecasting model
88
Börsenkurs
76
Share price
75
Aktienmarkt
74
Stock market
74
Messung
73
Wahrscheinlichkeitsrechnung
73
Aktienindex
72
more ...
less ...
Online availability
All
Undetermined
61
Free
29
Type of publication
All
Article
128
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
122
Aufsatz in Zeitschrift
122
Arbeitspapier
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Aufsatz im Buch
6
Book section
6
Case study
1
Conference paper
1
Fallstudie
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
144
German
1
Author
All
Kumar, Dilip
7
Ghorbel, Ahmed
4
Makatjane, Katleho
4
Trabelsi, Abdelwahed
4
Chlebus, Marcin
3
Hussain, Saiful Izzuan
3
Iglesias, Emma M.
3
Karmakar, Madhusudan
3
Li, Steven
3
Trapin, Luca
3
Zhang, Zhengjun
3
Allen, David E.
2
Auer, Benjamin R.
2
Bee, Marco
2
Gonpot, Preethee Nunkoo
2
Herrera, Rodrigo
2
Hoga, Yannick
2
Horváth, Roman
2
Jalal, Amine
2
James, Robert
2
Kabir, M. Humayun
2
Leung, Henry
2
Leung, Jessica Wai Yin
2
Maheswaran, S.
2
Moroke, Ntebogang Dinah
2
Mudakkar, Syeda Rabab
2
Mögel, Benjamin
2
Paul, Samit
2
Poon, Ser-Huang
2
Powell, Robert
2
Prokhorov, Artem
2
Rockinger, Michael
2
Sharma, Prateek
2
Singh, Abhay Kumar
2
Su, Ender
2
Tawn, Jonathan
2
Uppal, Jamshed Y.
2
Šopov, Boril
2
Abbas, Sawsan
1
Ahn, Yongkil
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Published in...
All
Economic modelling
7
Journal of empirical finance
6
International journal of forecasting
5
The journal of risk model validation
5
Energy economics
4
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
3
International Journal of Financial Studies : open access journal
3
International review of financial analysis
3
Quantitative finance
3
Studies in economics and finance
3
Theoretical economics letters
3
Discussion paper / Tinbergen Institute
2
Economics letters
2
IES working paper
2
Insurance / Mathematics & economics
2
International journal of economics and financial issues : IJEFI
2
International journal of managerial and financial accounting
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international financial markets, institutions & money
2
Journal of mathematical finance
2
Journal of quantitative economics
2
Journal of risk finance : the convergence of financial products and insurance
2
Risks : open access journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
30th anniversary edition
1
Administrative Sciences : open access journal
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Applied economics letters
1
Applied financial economics
1
CESifo working papers
1
Cahiers du Département d'Econométrie
1
Central European economic journal
1
Cogent economics & finance
1
Computational economics
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Discussion paper series / University of Essex, Department of Economics
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
more ...
less ...
Source
All
ECONIS (ZBW)
145
Showing
31
-
40
of
145
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
On
extreme
value
theory
in the presence of technical trend : pre and post Covid-19 analysis of cryptocurrency markets
Nair, Saji Thazhungal Govindan
- In:
Journal of financial economic policy
14
(
2022
)
4
,
pp. 533-561
Persistent link: https://www.econbiz.de/10013287972
Saved in:
32
Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Ahn, Yongkil
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
Saved in:
33
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
Saved in:
34
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
35
Old-fashioned parametric models are still the best : a comparison of Value-at-Risk approaches in several volatility states
Buczyński, Mateusz
;
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2019
Persistent link: https://www.econbiz.de/10012041611
Saved in:
36
Value-at-risk based on time-varying risk tolerance level
Majumder, Debasish
- In:
Theoretical economics letters
8
(
2018
)
1
,
pp. 111-118
Persistent link: https://www.econbiz.de/10011842096
Saved in:
37
Max-linear competing factor models
Cui, Qiurong
;
Zhang, Zhengjun
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10011894393
Saved in:
38
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
39
The uncertainty in extreme risk forecasts from covariate-augmented volatility models
Hoga, Yannick
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 675-686
Persistent link: https://www.econbiz.de/10012792861
Saved in:
40
Predicting the tail behavior of financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices :
extreme
value
theory
approach
Makatjane, Katleho
;
Moroke, Ntebogang Dinah
;
Munapo, Elias
- In:
Handbook of research on emerging theories, models, and …
,
(pp. 31-64)
.
2021
apply
extreme
value
theory
(EVT) distributions to predict extreme losses of five South African (SA) financial times stock …
Persistent link: https://www.econbiz.de/10012604174
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->