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Extreme Value Theory
Document Title Author Issue Date
Upper Bounds on Value-at-Risk for the Maximum Po.. [Yuen, Robert][Stoev, Stilian] 8-11-2014
Empirical Analyses of Extreme Value Models for t.. [Huang, Chun-Kai][Huang, Chun-Sung][Hammujuddy, Jahvaid] 7-20-2014
At the End of the Tail [Thomas, Mark][Andrews, Naveen] 7-13-2014
Estimation of Value-at-Risk Measures in the Isla.. [Frad, Haifa][Zouari, Ezzeddine] 7-13-2014
Estimation of Extreme Value-at-Risk: An EVT Appr.. [Yi, Yanping][Feng, Xingdong][Huang, Zhuo] 7-6-2014
Quantifying Extreme Risks [Fasen, Vicky][Kluppelberg, Claudia][Menzel, Annette] 6-21-2014
On a Convex Measure of Drawdown Risk [Goldberg, Lisa][Mahmoud, Ola] 6-7-2014
A Note on Nonparametric Estimation of Bivariate .. [Bucher, Axel] 5-31-2014
A Weighted Estimation for Risk Model [Huang, Mei-Ling][Zhao, Ke] 8-31-2013
An empirical analysis of heavy-tails behavior of.. [Navet, Nicolas][Boukherouaa, Souhail][Champagnat, Nicolas][Deaconu, Madalina][Lejay, Antoine] 8-30-2013
Extreme Value Theory: An Empirical Analysis of E.. [Li, Xiumin][Li, Fa-chao] 8-10-2013
Generalized Additive Models for Sample Extremes [Davison, Anthony][Chavez-Demoulin, Valerie] 7-5-2013
Value at Risk Using Generalized Extreme Value Di.. [Kang, Tae Hun][Kim, Moo-Sung] 6-26-2013
Modeling and Estimation of VaR using Extreme Val.. [Ahangarani, Pouyan Mashayekh] 6-22-2013
Nonparametric Estimation of Extreme Risk Measure.. [Gardes, Laurent][Girard, Stéphane][El Methni, Jonathan] 6-10-2013
The Use of Extreme Value Theory and Time Series .. [Rydell, Sofia] 6-8-2013
Value at Risk Forecasts by Extreme Value Models .. [Schipp, Bernhard][Herrera, Rodrigo] 5-25-2013
Estimation of Tail-Related Risk Measures in Indi.. [Karmakar, Madhusudan] 5-5-2013
Extremes and Products of Multivariate AC-Product.. [Hashorva, Enkelejd][Yang, Yang] 3-30-2013
Estimation of Extreme Values by the Average Cond.. [Naess, Arvid][Karpa, Oleh][Gaidai, O.] 3-24-2013
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