Showing 1 - 14 results of 14 for search '"extreme value theory"', query time: 0.32s Refine Results
  1. 1
    Nonparametric smoothing in extreme value theory
    by Clur, John-Craig
    Published 2014
    “... performance of the extreme value theory methodology in smoothing extremes a simulation study was performed....”
    Get full text
    Dissertation
  2. 2
    Application of extreme value theory to the calculation of value-at-risk
    by Seymour, Anthony
    Published 2014
    Get full text
    Dissertation
  3. 3
    Multivariate Extreme Value Theory with an application to climate data in the Western Cape Province
    by Bhagwandin, Lipika
    Published 2017
    “... conditions. The aim of this study is to evaluate the efficacy of univariate and multivariate extreme value...”
    Get full text
    Dissertation
  4. 4
    Value-at-risk based extreme value theory method and copulas : empirical evidence from Central Europe
    by Avdulaj, Krenar
    Published 2010
    “... to capture the small risks and the parametric Extreme Value theory to capture large risks. We compare...”
    Get full text
    Dissertation
  5. 5
    Estimating value at risk using extreme value theory:is the two dimensional inhomogeneous Poisson model better than the others
    by Boateng, F. (Forster)
    Published 2015
    “...This research presents an application of extreme value theory to estimate the value at risk of a...”
    Get full text
    Get full text
    Dissertation
  6. 6
    Ekstremumų asimptotinė analizė, kai imties didumo skirstinys yra neigiamas binominis
    by Sidekerskienė, Tatjana
    Published 2006
    Subjects: “...Extreme value theory...”
    Get full text
    Dissertation
  7. 7
    Schätzung maximaler Wartezeiten mittels Extremwertverteilung an lichtsignalgesteuerten Knotenpunkten
    by Drache, Lisa
    Published 2018
    Subjects: “...Extreme Value Theorie...”
    Get full text
    Get full text
    Get full text
    Dissertation
  8. 8
    Analýza a porovnání různých modelů pro Value at Risk na nelineárním portfoliu
    by Baran, Jaroslav
    Published 2009
    “.... The second part of the thesis analyzes Extreme Value Theory (EVT). The fundamental theory behind EVT is built...”
    Get full text
    Dissertation
  9. 9
    Modelování kapitálového požadavku pro operační riziko
    by Poláchová, Kateřina
    Published 2011
    “.... Keywords: Operational Risk, Loss Distribution Approach, Extreme Value Theory, Monte Carlo Simulation, Value...”
    Get full text
    Dissertation
  10. 10
    Kai kurios sudėtinio lognormaliojo – apibendrinto Pareto skirstinio savybės
    by Kuodis, Gediminas
    Published 2009
    “... McNeil Alexander J. „Estimating the tails of loss severity distributions using extreme value theory...”
    Get full text
    Dissertation
  11. 11
    Porovnání vybraných modelů ohrožené hodnoty
    by Miklovič, Michal
    Published 2008
    “... on the extreme value theory. Results of our empirical analysis have four implications. First, the models based...”
    Get full text
    Dissertation
  12. 12
    Předpovědní schopnosti konkurenčních specifikací Value-at-Risk během krize : aplikace na středoevropské finanční trhy
    by Kroutil, Tomáš
    Published 2010
    “... extreme value theory. This thesis shows that while VaR specifications based on logarithmic realized...”
    Get full text
    Dissertation
  13. 13
    Priklausomų normaliųjų dydžių ekstremumų momentai
    by Burauskaitė, Agnė
    Published 2005
    “... of extreme value theory. More concretely, moments of maximum of normally distributed values are discussed...”
    Get full text
    Dissertation
  14. 14
    A cost benefit analysis of operational risk quantification methods for regulatory capital
    by Nyathi, Mandla
    Published 2016
    “... South Africa. The scope of this study can further be extended to cover Extreme Value Theory, Non...”
    Get full text
    Dissertation
Search Tools: Get RSS Feed — Email this Search