Pages that link to "Item:Q5942928"
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The following pages link to Estimation of value at risk by extreme value methods (Q5942928):
Displaying 11 items.
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- Arithmetic stability analysis of extreme risk evaluation based on the Monte Carlo simulation method (Q2858163) (← links)
- (Q3002175) (← links)
- Variance Reduction Techniques for Estimating Value-at-Risk (Q3114651) (← links)
- Extreme Value Modeling and Risk Analysis (Q3463716) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- Optimal choice of sample fraction in univariate financial tail index estimation (Q5123676) (← links)
- Quantifying Extreme Risks (Q5165619) (← links)
- Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory (Q5452737) (← links)