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Lack of preparation for rare events
Maćkowiak, Bartosz; Wiederholt, Mirko - In: Journal of monetary economics 100 (2018), pp. 35-47
Persistent link: https://www.econbiz.de/10012109065
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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Extreme value theorems for optimal multidimensional pricing
Cai, Yang; Daskalákis, Constantínos - In: Games and economic behavior 92 (2015), pp. 266-305
Persistent link: https://www.econbiz.de/10011387490
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Paths and indices of maximal tail dependence
Furman, Edward; Su, Jianxi; Zitikis, Ričardas - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
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Modeling redemption risks of mutual funds using extreme value theory
Desmettre, Sascha; Deege, Matthias - In: Journal of risk 18 (2016) 6, pp. 1-37
Persistent link: https://www.econbiz.de/10011620647
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The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf; Rösch, Daniel; Scheule, Harald - In: Journal of risk 18 (2016) 6, pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
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On the joint identification of parameters in a multiple Discrete-Continuous extreme Value (MDCEV) model
Dehmamy, Keyvan - In: Essays on Bayesian modeling in marketing and economics, (pp. 1-23). 2015
Persistent link: https://www.econbiz.de/10011622256
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A large deviations approach to the statistics of extreme events
Valk, Cees de - 2016
Persistent link: https://www.econbiz.de/10011575082
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Stationarity of heterogeneity in production technology using latent class modelling
Agrell, Per J.; Brea-Solís, Humberto - 2015
Persistent link: https://www.econbiz.de/10011580739
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Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo - In: Journal of forecasting 35 (2016) 5, pp. 419-433
Persistent link: https://www.econbiz.de/10011580976