Search Results - "extreme value theory"

1

Measuring risk of crude oil at extreme quantiles

by Saša Žiković
Published 2011-06-01
Subjects: “...Extreme value theory...”

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Article
2

Quantifying extreme risks in stock markets: A case of former Yugoslavian states

by Saša Žiković
Published 2008-06-01
Subjects: “...Extreme value theory...”

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Article
3

Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia

by Bora Aktan, Saša Žiković
Published 2009-06-01
Subjects: “...Extreme value theory...”

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Article
4

Schätzung maximaler Wartezeiten mittels Extremwertverteilung an lichtsignalgesteuerten Knotenpunkten

by Drache, Lisa
Published 2018
Subjects: “...Extreme Value Theorie...”

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Dissertation