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Search: subject:"extreme value theory"
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Ausreißer
978
Outliers
978
Risikomaß
521
Risk measure
518
Theorie
481
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472
Statistische Verteilung
384
Statistical distribution
383
Risikomanagement
289
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288
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extreme value theory
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229
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224
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188
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185
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169
Capital income
168
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157
Portfolio-Management
156
Extreme Value Theory
149
ARCH model
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ARCH-Modell
147
Schätztheorie
133
Estimation theory
131
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131
Multivariate distribution
131
Volatility
112
Volatilität
108
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94
Prognoseverfahren
92
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90
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90
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79
Aktienmarkt
78
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Einmahl, John H. J.
29
Chen Zhou
24
Herrera, Rodrigo
19
Vries, Casper G. de
19
Zhou, Chen
19
Straetmans, Stefan
16
Aboura, Sofiane
13
Cotter, John
13
Daouia, Abdelaati
13
Watanabe, Hiroki
13
Trabelsi, Abdelwahed
12
Berliant, Marcus
11
Lucas, André
11
Pontines, Victor
11
Stupfler, Gilles
11
Ghorbel, Ahmed
10
Stoja, Evarist
10
Daníelsson, Jón
9
Schwaab, Bernd
9
Uppal, Jamshed Y.
9
Zhang, Xin
9
Zhang, Zhengjun
9
Haan, Laurens de
8
Kumar, Dilip
8
Pais, Amelia
8
Schaumburg, Julia
8
Stork, Philip
8
Acemoglu, Daron
7
Allen, David E.
7
Byström, Hans
7
Chernozhukov, Victor
7
Fabozzi, Frank J.
7
Mapa, Dennis S.
7
Martins-Filho, Carlos
7
Qin, Xiao
7
Stoyanov, Stoyan V.
7
Tahbaz-Salehi, Alireza
7
Tolikas, Konstantinos
7
Yang, Fan
7
Yao, Feng
7
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
30
HAL
8
de Nederlandsche Bank
8
Tinbergen Instituut
6
HEC Paris (École des Hautes Études Commerciales)
5
Institut ekonomických studií, Univerzita Karlova v Praze
5
National Bureau of Economic Research
5
Tinbergen Institute
5
Centre for International Economic Studies, School of Economics
4
Econometric Society
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Nationalekonomiska Institutionen, Ekonomihögskolan
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Tilburg University, Center for Economic Research
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Université Paris-Dauphine (Paris IX)
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C.E.P.R. Discussion Papers
3
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
3
EconWPA
3
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
3
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
3
European Central Bank
3
Geary Institute, University College Dublin
3
Banca d'Italia
2
CESifo
2
Courant Research Centre PEG
2
Deutsche Bundesbank
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Dipartimento di Economia e Management, Università degli Studi di Trento
2
ESSEC Business School
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
London School of Economics (LSE)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Swiss Finance Institute
2
University of Bonn, Germany
2
University of Stellenbosch. Faculty of Economic and Management Sciences. Dept. of Statistics and Actuarial Science.
2
Université Paris-Dauphine
2
İktisat Bölümü, Bilkent Üniversitesi
2
Allied Academies International Conference 13-16 Oct. 2004 Maui, Hawaii
1
Banque de France
1
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
1
Center for Agricultural and Rural Development (CARD), Iowa State University
1
Center for Economic Research <Tilburg>
1
Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology
1
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Insurance / Mathematics & economics
33
MPRA Paper
30
Discussion paper / Center for Economic Research, Tilburg University
22
Journal of banking & finance
18
Applied economics
17
Economic modelling
16
Discussion paper / Tinbergen Institute
15
Journal of econometrics
15
Risks : open access journal
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Finance research letters
13
International review of financial analysis
12
Physica A: Statistical Mechanics and its Applications
12
Working papers / TSE : WP
12
Journal of empirical finance
11
The journal of operational risk
11
Tinbergen Institute Discussion Papers
11
Economics letters
10
Energy economics
9
Journal of Banking & Finance
9
Journal of risk
9
DNB Working Papers
8
DNB working paper
8
International journal of forecasting
8
International review of economics & finance : IREF
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of risk model validation
8
ECB Working Paper
7
Journal of international money and finance
7
SFB 649 discussion paper
7
Tinbergen Institute Discussion Paper
7
Annals of the Institute of Statistical Mathematics
6
European journal of operational research : EJOR
6
Journal of mathematical finance
6
Risks
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
Astin bulletin : the journal of the International Actuarial Association
5
CESifo working papers
5
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Source
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ECONIS (ZBW)
1,048
RePEc
339
EconStor
59
BASE
13
Other ZBW resources
10
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
1
OLC EcoSci
1
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161
The tail risk surface
Ahn, Jungkyu
;
Ahn, Yongkil
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014631255
Saved in:
162
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
163
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
164
Portfolio selection : from under-diversification to concentration
Xu, Jiawen
;
Li, Yixuan
;
Liu, Kai
;
Chen, Tao
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1539-1557
Persistent link: https://www.econbiz.de/10014253700
Saved in:
165
Outlier explanation and visualization for supporting the use of outlier detection in internal auditing
Nonnenmacher, Jakob
-
2023
Persistent link: https://www.econbiz.de/10013534152
Saved in:
166
Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
Benito, Sonia
;
López-Martín, Carmen
;
Navarro, Mª Ángeles
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10013490818
Saved in:
167
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
168
Climate change and risk scenario in Bangladesh
Rahman, Mohammad Chhiddikur
;
Rahaman, Md Shajedur
; …
- In:
Asia-Pacific journal of regional science
7
(
2023
)
2
,
pp. 381-404
Persistent link: https://www.econbiz.de/10014327333
Saved in:
169
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Wang, Suhui
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014277612
Saved in:
170
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
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