Showing 1 - 6 results of 6 for search '"extreme value theory"', query time: 0.17s Refine Results
  1. 1
  2. 2
    by Yun-hsiang Tsai, 蔡雲香
    Published 2005
    ...碩士 === 國立高雄第一科技大學 === 財務管理所 === 93 ===   This paper is aimed to apply the extreme value theory...
    Get full text
    Others
  3. 3
    by Yu-ling Chan, 詹郁舲
    Published 2011
    ...., the Extreme-value Theory (EVT), Broussard’s model(2001), the Censoring Technique, and the Recovery...
    Get full text
    Others
  4. 4
    by Ya-Ju Yang, 楊雅茹
    Published 2005
    ... researches focus on the uncertainty of VaR. This paper is aimed to apply the extreme value theory (EVT...
    Get full text
    Others
  5. 5
    by Shiao-Ting Wang, 王曉婷
    Published 2008
    ..., then it can efficiently decrease the exchange rate risk. This study uses the extreme value theory proposed...
    Get full text
    Others
  6. 6
    by Chien-Yun Chang, 張千雲
    Published 2008
    ...-at-Risk (VaR) for stock returns of financial institutions base on extreme value theory (EVT) and three...
    Get full text
    Others