Pages that link to "Item:Q2227458"
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The following pages link to Extreme market risk and extreme value theory (Q2227458):
Displaying 15 items.
- Editorial: Special issue on extremes in finance (Q482068) (← links)
- Modelling the financial risk associated with U.S. Movie box office earnings (Q834289) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- Predicting federal funds rate using extreme value theory (Q2213542) (← links)
- GFC-robust risk management under the Basel accord using extreme value methodologies (Q2227447) (← links)
- Downside risks in EU carbon and fossil fuel markets (Q2228623) (← links)
- On agricultural commodities' extreme price risk (Q2231311) (← links)
- Severity modeling of extreme insurance claims for tariffication (Q2273978) (← links)
- Extremes for a general contagion risk measure (Q2677934) (← links)
- Measurement of risk based on QR-GARCH-EVT model (Q2690785) (← links)
- Extremal spectral risk measures and their applications in financial risk management (Q2993292) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- Permutation bootstrap and the block maxima method (Q5083981) (← links)
- Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)
- Accurate approximation of the expected value, standard deviation, and probability density function of extreme order statistics from Gaussian samples (Q6552988) (← links)