//--> //--> //-->
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:"Risikomanagement"
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:"Generalized extreme value distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomanagement
Generalized extreme value distribution
15
generalized extreme value distribution
13
Statistical distribution
10
Statistische Verteilung
10
Ausreißer
9
Outliers
9
Theorie
7
Theory
7
Estimation
6
Risikomaß
6
Risk measure
6
Schätzung
6
extreme value theory
6
ARCH model
4
ARCH-Modell
4
Capital income
4
Generalized Extreme Value Distribution
4
Kapitaleinkommen
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Generalized Pareto Distribution
3
Gumbel distribution
3
Risk management
3
Value-at-Risk
3
Aktienindex
2
Extreme Value Theory
2
Extreme value theory
2
Extreme values
2
Insolvency
2
Insolvenz
2
Markov chain Monte Carlo
2
Mixture sampler
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
State space model
2
Stock index
2
Stock returns
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chen, Rong
1
Fretheim, Torun
1
Koudelka, Jiří
1
Kristiansen, Glenn
1
Vyskočil, Michal
1
Zhang, Zhengjun
1
Zhao, Zifeng
1
more ...
less ...
Published in...
All
Applied economics
1
Journal of econometrics
1
The journal of operational risk
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
2
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:
3
Commodity market risk from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun
;
Kristiansen, Glenn
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2768-2782
Persistent link: https://www.econbiz.de/10010519613
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->