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~subject:"Extreme value theory"
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Search: subject_exact:"Extremwerttheorie"
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Extreme value theory
Ausreißer
973
Outliers
973
Risikomaß
495
Risk measure
492
Theorie
447
Theory
445
Statistical distribution
375
Statistische Verteilung
375
Risikomanagement
263
Risk management
255
Risk
222
Risiko
220
Schätzung
182
Estimation
178
Capital income
163
Kapitaleinkommen
163
Portfolio-Management
150
Portfolio selection
148
ARCH model
141
ARCH-Modell
141
Estimation theory
125
Schätztheorie
125
Multivariate Verteilung
124
Multivariate distribution
124
Volatilität
99
Volatility
98
Prognoseverfahren
88
Forecasting model
86
extreme value theory
85
Finanzkrise
81
Financial crisis
80
Börsenkurs
79
Share price
77
Aktienmarkt
75
Stock market
75
Messung
73
Measurement
72
Probability theory
69
Wahrscheinlichkeitsrechnung
69
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Online availability
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Undetermined
63
Free
10
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Article
93
Book / Working Paper
9
Type of publication (narrower categories)
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Article in journal
89
Aufsatz in Zeitschrift
89
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
Aufsatz im Buch
4
Book section
4
Conference paper
2
Konferenzbeitrag
2
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Language
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English
102
Author
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Herrera, Rodrigo
7
Chen, Yu
3
Hussain, Saiful Izzuan
3
Li, Steven
3
Cerovic Smolovic, Julija
2
Clements, Adam
2
Einmahl, John H. J.
2
Garcia-Jorcano, Laura
2
Iglesias, Emma M.
2
Li, Deyuan
2
Longin, François M.
2
Paraschiv, Florentina
2
Paul, Samit
2
Sharma, Prateek
2
Sun, Hongfang
2
Usseglio-Carleve, Antoine
2
Vries, Casper G. de
2
Wang, Yulong
2
Zhang, Zhengjun
2
Andrianov, Dmitry
1
Andrieş, Alin Marius
1
Asimit, Alexandru
1
Auer, Benjamin R.
1
Bee, Marco
1
Belbachir, Mohammadine
1
Belhajjam, Abdellah
1
Belkacem, Lotfi
1
Benito, Sonia
1
Bera, Anil K.
1
Berger, Theo
1
Boldyrev, Kirill
1
Bollerslev, Tim
1
Brio, Esther B. del
1
Cabello, Alejandra
1
Cai, Yang
1
Can, Sami Umut
1
Candia Campano, Claudio
1
Caserta, Silvia
1
Chan, Kung-sik
1
Chan, Stephen
1
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Insurance / Mathematics & economics
8
Economic modelling
6
International journal of forecasting
6
Journal of econometrics
6
Journal of empirical finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Economics letters
3
Energy economics
3
Finance research letters
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of operational research : EJOR
2
Financial markets and portfolio management
2
Quantitative finance
2
Studies in economics and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Borradores de economía
1
CFS working paper series
1
China finance review international
1
Computational economics
1
Computational management science
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
1
Documents de recherche / ESSEC Centre de Recherche
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Econometric reviews
1
Economic annals
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European research on management and business economics
1
Facta Universitatis / Series economics and organization / University of Niš
1
Financial econometrics and empirical market microstructure
1
Games and economic behavior
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
IIMB management review
1
International review of financial analysis
1
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ECONIS (ZBW)
101
USB Cologne (EcoSocSci)
1
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1
Forecasting the effect of extreme sea-level rise on financial market risk
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014535506
Saved in:
2
Efficient estimation in extreme value regression models of hedge fund tail risks
Hambuckers, Julien
;
Kratz, Marie
;
Usseglio-Carleve, Antoine
-
2023
Persistent link: https://www.econbiz.de/10014412457
Saved in:
3
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
4
On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170019
Saved in:
5
Extreme weather events and high Colombian food prices: a non stationary extreme value approach
Melo-Velandia, Luis Fernando
;
Orozco-Vanegas, Camilo Andrés
-
2022
Persistent link: https://www.econbiz.de/10013197737
Saved in:
6
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
7
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
8
Network effects on risk co-movements : a network quantile autoregression-based analysis
Chen, Yu
;
Gao, Yu
;
Shu, Lei
;
Zhu, Xiaonan
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473650
Saved in:
9
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
10
Securitization of pandemic risk by using coronabond
Haffar, Adlane
;
Le Fur, Eric
;
Khordj, Mohamed
- In:
Financial markets and portfolio management
37
(
2023
)
2
,
pp. 209-229
Persistent link: https://www.econbiz.de/10014321858
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