Showing 401 - 420 results of 710 for search '"extreme value theory"', query time: 3.75s Refine Results
  1. 401
    by Yung-Chuan Chang, 張瑛娟
    Published 2011
    ... the highest level of confidence (99%), the model based on extreme value theory (EVT) responds quickly...
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  2. 402
    by Wang Wei, Xu Yong
    Published 2018-01-01
    ... is solved. The extreme value theory method is used to analyze and calculate, so as to extract the precise...
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    Article
  3. 403
    by Weili Kong, Yuanfu Shao
    Published 2020-01-01
    ..., by use of extreme-value theory of quadratic function and constructing suitable functional, we study...
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    Article
  4. 404
    by Mikel Ugando-Peñate
    Published 2015-11-01
    ... movements using extreme value theory and extreme value copulas to characterize dependence between extreme...
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    Article
  5. 405
    by Wang , Te-Wei, 王德瑋
    Published 2005
    ... and to introduce the possible maximum losses of disastrous earthquake from the prospective of extreme value theory. ...
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  6. 406
    by CHANG LIEN YING, 張蓮英
    Published 2010
    ... firms’ risk actually; extreme value theory had the most volatility than historical simulation had...
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  7. 407
    by Zhao-Yu Lin, 林昭伃
    Published 2010
    ... to the fourth quarter of 2009, using historical simulation and extreme value theory method to further estimate...
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  8. 408
    by Lee, Ruei-Shiang, 李瑞祥
    Published 2007
    ... law in extreme value theory. From TEJ data base, we collected quarterly financial data of “crisis...
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  9. 409
    by Baran, Jaroslav
    Published 2009
    .... The second part of the thesis analyzes Extreme Value Theory (EVT). The fundamental theory behind EVT is built...
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    Dissertation
  10. 410
    by Poláchová, Kateřina
    Published 2011
    .... Keywords: Operational Risk, Loss Distribution Approach, Extreme Value Theory, Monte Carlo Simulation, Value...
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    Dissertation
  11. 411
    ...This paper presents the statistical power estimation of goodness-of-fit tests for Extreme Value...
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    Article
  12. 412
    .... First, on the basis of Generalized Extreme Value theory we estimate the average return period...
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    Article
  13. 413
    by Owusu, Ampem Darko
    Published 2013
    ...In this thesis, we investigate the success of extreme value theory in managing electricity price...
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  14. 414
    by Gandy, A., Noven, R.C, Veraart, A.E.D
    Published 2018
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    Article
  15. 415
    by N. E. Evmorfopoulos, J. N. Avaritsiotis
    Published 2000-01-01
    ... on extreme value theory and allows for the calculation of the upper end point of the probability distribution...
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    Article
  16. 416
    by Chang-wen Yang, 楊忠文
    Published 2003
    .... Then, the total risk amount could be calculated by utilizing the extreme value theory to fit the data over...
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  17. 417
    by Phạm Đức Thuận, 範德頌
    Published 2010
    ... in stock market through using Extreme Value Theory. To investigate the relationship between the foreign...
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  18. 418
    by Smith, Joel G.
    Published 1971
    ... characterized by low bit rates and high reliability requirements frequently utilize classical extreme value...
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  19. 419
  20. 420
    by Wei-cheng Huang, 黃維誠
    Published 2009
    ... volatility. This thesis studies the extreme value theory with the jump diffusion stochastic process...
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