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  1. 341
    Contribution de la Théorie des Valeurs Extrêmes à la gestion et à la santé des systèmes
    by Diamoutene, Abdoulaye
    Published 2018
    Subjects: “...Extreme Values Theory...”
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  2. 342
    Extremes of log-correlated random fields and the Riemann zeta function, and some asymptotic results for various estimators in statistics
    by Ouimet, Frédéric
    Published 2019
    Subjects: “...extreme value theory...”
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  3. 343
    The estimation and to compare methods of value at risk
    by Chia-Hong Kuo, 郭家宏
    Published 2007
    “... on value at risk. In financial area, extreme value theory is a parametric method. When we lack the data...”
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  4. 344
    Evaluating the Accuracy of Value-at-Risk Models－The Case of Taiwan Weighted Stock Index
    by Fu-Chia Tang, 湯富佳
    Published 2008
    “... that most people use extreme value theory to calculate value-at-risk. The reason is that it is not necessary...”
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  5. 345
    Value-at-risk: Applying the extreme value approach with extremal index to emerging markets
    by Ying-chieh Huang, 黃英傑
    Published 2006
    “...-at-risk recently. Traditional extreme value theory derived from independent process, but it is unrealistic...”
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  6. 346
    A Study on Operational Risk Management for Financial Institutions: TheDomestic Bank A as a Research Example
    by Hsiao-Ling Yang, 楊曉琳
    Published 2006
    “... extreme value theory, this paper is mainly intended to build an operational risk model for adopting...”
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  7. 347
    The Measurements of Value at Risk on TAIEX Futures
    by Jui-Chu Chang, 張瑞竹
    Published 2010
    “... of TAIEX Futures is fat-tail, this paper adapts Extreme Value Theory to calculate Value-at-Risk. Extreme...”
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  8. 348
    The Effect of Risk Aversion and Holding Period on VaR - An Empirical Study in Taiwan Weighted Stock Index and Sub-index
    by Ying-Lu Lai, 賴映儒
    Published 2009
    “... theory. To judge the threshold value in the extreme value theory, we use the 10 percentile or 15...”
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  9. 349
    Forecasting and Assessing Risk of Individual Electricity Peaks
    by Jacob, Maria
    Published 2020
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    eBook
  10. 350
    A Comparison Study on the Parametric and Semi-parametric Extreme Value Approaches for VaR Estimation and Their Applications to Stress Test
    by Wang, Yung-Ching, 王永慶
    Published 2001
    “...碩士 === 銘傳大學 === 金融研究所 === 89 === This article presents an application of extreme value theory(EVT...”
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  11. 351
    Pricing the Crash Option and Studying the Hedging Effectiveness of the TAIEX Spot Market Crash
    by Ping-yu Tsai, 蔡秉諭
    Published 2005
    “... index remuneration materials to do the real examples and to compare under the extreme value theory...”
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  12. 352
    Study of Financial Institution’s Credit Risk Management on Medium-Sized and Small Enterprises
    by Yun-Chuan Chu, 朱芸萱
    Published 2007
    “...-threshold model within the extreme value theory, this study estimates probable maximum losses within...”
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  13. 353
    On Value-at-Risk and the more extreme : A study on quantitative market risk measurements
    by Lindholm, Dennis
    Published 2015
    “... Threshold and Block Maxima approaches from the Extreme Value Theory framework. Value-at-Risk and Expected...”
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  14. 354
    Value at Risk and Nonparametric Approaches
    by Kang Luen Nian, 康倫年
    Published 1999
    “... distribution assumption, this research applies the extreme value theory in estimating VaR. By making...”
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  15. 355
    Extreme Value Analysis & Application of the ACER Method on Electricity Prices
    by Anda, Torgeir
    Published 2012
    “... electricity market Elspot. By applying AR-GARCH time series models, extreme value theory, and ACER estimation...”
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  16. 356
    Distribution Endpoint Estimation Assessment for the use in Metaheuristic Optimization Procedure
    by Jan Holesovky
    Published 2018-06-01
    “... the extreme value theory to the lately proposed modification of partition-based random search. The partition...”
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    Article
  17. 357
    ON EXTENSIONS OF CLEVER: A NEURAL NETWORK ROBUSTNESS EVALUATION ALGORITHM
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    Article
  18. 358
    Studies on the Optimal Operational Risk-Based Capital with Advanced Measurement Approach
    by Yu-chuan Kuan, 關玉娟
    Published 2008
    “... object and introduces the extreme value theory to construct an adaptable operational risk model in order...”
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  19. 359
    An Application of Censoring technique on Setting the Futures Margin
    by Ying-Chiu Liao, 廖盈秋
    Published 2004
    “...碩士 === 國立高雄第一科技大學 === 財務管理所 === 92 === This study considers extreme value theory base to discuss...”
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  20. 360
    ON EXTENSIONS OF CLEVER: A NEURAL NETWORK ROBUSTNESS EVALUATION ALGORITHM
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    Article
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