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Search: subject:"generalized extreme value distribution"
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Generalized extreme value distribution
15
generalized extreme value distribution
13
Statistical distribution
10
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10
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9
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9
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7
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RePEc
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13
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1
Bootstrapping time-varying uncertainty intervals for extreme daily return periods
Makatjane, Katleho
- In:
International Journal of Financial Studies
10
(
2022
)
1
,
pp. 1-23
score-
generalized
extreme
value
distribution
(SARIMA-GAS-GEVD) with a skewed student-t distribution had the best prediction …
Persistent link: https://www.econbiz.de/10013200409
Saved in:
2
Bootstrapping time-varying uncertainty intervals for extreme daily return periods
Makatjane, Katleho
- In:
International Journal of Financial Studies : open …
10
(
2022
)
1
,
pp. 1-23
score-
generalized
extreme
value
distribution
(SARIMA-GAS-GEVD) with a skewed student-t distribution had the best prediction …
Persistent link: https://www.econbiz.de/10012804913
Saved in:
3
Capturing information in extreme events
Ardakani, Omid M.
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461218
Saved in:
4
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:
5
Closed form solutions for the
generalized
extreme
value
distribution
Beckert, Walter
;
Takahashi, Yuya
-
2015
Persistent link: https://www.econbiz.de/10011343428
Saved in:
6
Mortgage default decisions in the presence of non-normal, spatially dependent disturbances
Calabrese, Raffaella
;
McCollum, Meagan N.
;
Pace, R. Kelley
- In:
Regional science & urban economics
76
(
2019
),
pp. 103-114
Persistent link: https://www.econbiz.de/10012267362
Saved in:
7
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:
8
Poisson-driven stationary Markov models
Anzarut, Michelle
;
Mena, Ramsés H.
;
Nava, Consuelo Rubina
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012249233
Saved in:
9
Volatility modeling of real Gdp growth rates in South Africa
Sigauke, Caston
- In:
Economics, management and financial markets
8
(
2013
)
2
,
pp. 81-84
Persistent link: https://www.econbiz.de/10011542998
Saved in:
10
The calibration of market risk measures during period of economic downturn : market risks and measures
Muteba Mwamba, John
- In:
Risk management, strategic thinking and leadership in …
,
(pp. 89-102)
.
2017
Persistent link: https://www.econbiz.de/10011597231
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