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Logit models : smallest versus largest extreme value error distributions

Hu, Wuyang - In: Applied economics letters 12 (2005) 12, pp. 741-744

Persistent link: https://www.econbiz.de/10003158116

A tale of two tails : explaining extreme events in financialized agricultural markets

Algieri, Bernardina; Kalkuhl, Matthias; Koch, Nikolas - In: Food policy : economics planning and politics of food … 69 (2017), pp. 256-269

Persistent link: https://www.econbiz.de/10011797967

Statistical aspects of setting up a credit rating system

Clavero Rasero, Beatriz (contributor) - 2006

Persistent link: https://www.econbiz.de/10003467115

Assessing the discriminatory power of credit scores

Kraft, Holger; Kroisandt, Gerald; Müller, Marlene - 2002

Persistent link: https://www.econbiz.de/10001730268

Consistent empirical estimators of multivariate extreme value distribution

Haan, Laurens de; Resnick, Sidney I. - 1991

Persistent link: https://www.econbiz.de/10000842077

Extreme values of tail probabilities

De Schepper, Ann; Heijnen, Bart - 1991

Persistent link: https://www.econbiz.de/10000880750

Climate change and modelling of extreme temperatures in Switzerland

Siliverstovs, Boriss; Ötsch, Rainald; Kemfert, Claudia; … - 2008

This study models maximum temperatures in Switzerland monitored in twelve locations using the Generalised Extreme Value (GEV) distribution. The parameters of the GEV distribution are determined within a Bayesian framework. We find that the parameters of the underlying distribution underwent a...

Persistent link: https://www.econbiz.de/10003784637

Auto-dependence structure of arch-models : tail dependence coefficients

Brummelhuis, Raymond (contributor) - 2006

Persistent link: https://www.econbiz.de/10003324645

Extreme-valued distributional relationships in asset prices

Jeyasreedharan, Nagaratnam - 2005

Persistent link: https://www.econbiz.de/10003353994

Tail dependency in operational risk models

Sheikh, Ahraz; Gavin, John - In: Operational risk : practical approaches to implementation, (pp. 13-21). 2005

Persistent link: https://www.econbiz.de/10003285523

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