//--> //--> //--> //-->
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
61
-
70
of
145
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
62
Backtesting
extreme
value
theory
models of expected shortfall
Novales, Alfonso
;
Garcia-Jorcano, Laura
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012194717
Saved in:
63
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
64
Estimation of value-at-risk measures in the Islamic stock market : approach based on
Extreme
Value
Theory
(EVT)
Frad, Haïfa
;
Zouari, Ezzeddine
- In:
Journal of world economic research
3
(
2014
)
2
,
pp. 15-20
Persistent link: https://www.econbiz.de/10010422255
Saved in:
65
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
66
Value at risk estimation for heavy tailed distributions
Gammoudi, Imed
;
BelKacem, Lotfi
;
El Ghourabi, Mohamed
- In:
The international journal of business and finance …
8
(
2014
)
3
,
pp. 109-125
Persistent link: https://www.econbiz.de/10010241908
Saved in:
67
How accurate are modern Value-at-Risk estimators derived from
extreme
value
theory
?
Mögel, Benjamin
;
Auer, Benjamin R.
- In:
Review of quantitative finance and accounting
50
(
2018
)
4
,
pp. 979-1030
Persistent link: https://www.econbiz.de/10011979349
Saved in:
68
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
69
The dependence structure between Chinese and other major stock markets using extreme values and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 421-437
Persistent link: https://www.econbiz.de/10012033721
Saved in:
70
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->