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  1. 61
    Margin exceedences for stock index futures using extreme value theory
    by 曹懋鍇
    Published 2002
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  2. 62
    [en] EXTREME VALUE THEORY: VALUE AT RISK FOR FIXED-INCOME ASSETS
    by RENATO RANGEL LEAL DE CARVALHO
    Published 2006
    “.... The Extreme Value Theory (EVT) is an alternative method that could be used to avoid the underestimation...”
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  3. 63
    Estimating Value at Risk of PIIGS Countries -An Application of Extreme Value Theory
    by Huang Yi Chiao, 黃益喬
    Published 2012
    “... far, the European debt still has a great influence on the world economy. Extreme value theory model...”
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  4. 64
    Scheduling of manufacturing systems based on extreme value theory and genetic algorithms
    by Subramaniam, Velusamy
    Published 2007
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  5. 65
    Forecasting gains by using extreme value theory with realised GARCH filter
    by Samit Paul, Prateek Sharma
    Published 2021-03-01
    Subjects: “...Extreme value theory...”
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    Article
  6. 66
    Extreme Value Theory in Higher Dimensions - Max-Stable Processes and Multivariate Records
    by Zott, Maximilian
    Published 2016
    “... eingeführt, und deren asymptotisches Verhalten untersucht. === Extreme value theory is concerned...”
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    Doctoral Thesis
  7. 67
    THE SNOW LOAD ON SOIL AND WIND’S DYNAMIC PRESSURE ESTIMATED BY THE EXTREME VALUES THEORY
    Subjects: “...extreme values theory...”
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    Article
  8. 68
    Analysing the decision making for agricultural risk assessment: An application of extreme value theory
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    Article
  9. 69
    Estimation of the value-at-risk parameter: Econometric analysis and the extreme value theory approach
    by Mladenović Zorica, Mladenović Pavle
    Published 2006-01-01
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    Article
  10. 70
    Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review
    by Marco Bee, Luca Trapin
    Published 2018-04-01
    Subjects: “...Extreme Value Theory...”
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    Article
  11. 71
    Hazard analysis of typhoon-related external events using extreme value theory
    by Yochan Kim, Seung-Cheol Jang, Tae-Jin Lim
    Published 2015-02-01
    Subjects: “...Extreme value theory...”
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    Article
  12. 72
    Extreme value theory in emerging markets: Evidence from the Montenegrin stock exchange
    by Cerović Julija, Karadžić Vesna
    Published 2015-01-01
    Subjects: “...extreme value theory...”
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    Article
  13. 73
    Modelling operational risk using a Bayesian approach to extreme value theory
    by Rivera Mancía, María Elena
    Published 2014
    “...Extreme-value theory is concerned with the tail behaviour of probability distributions. In recent...”
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  14. 74
    The Risk Analysis and Modeling of Byco Petroleum in Pakistan Using Extreme Value Theory
    “...The extreme value theory (EVT) has been used to model and measure the distribution of extreme...”
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    Article
  15. 75
    The Application of Extreme Value Theory on Estimating the Term Structure of Interest Rate Volatility
    by Chao-Ying Huang, 黃昭穎
    Published 2007
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  16. 76
    The Application of Logit Models and Extreme Value Theory in Company’s Financial Distress Prediction
    by Shu-Jyun Jheng, 鄭淑君
    Published 2007
    “... Extreme Value Theory for estimating risk value. Furthermore, we expect to raise the crisis predictive...”
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  17. 77
    Application of Extreme Value Theory to Measure Value at Risk and Risk-Based Capital
    by Shun-Ting Hu, 胡舜婷
    Published 2009
    “... different assumptions. The extreme value theory (EVT) fits only the extreme values to a distribution instead...”
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  18. 78
    Estimation and Comparison for Value-at-Risk under CARR Model and Extreme Value Theory
    by Cheng-Shang Hung, 陳尚鴻
    Published 2010
    “... the performance for predicting the Value-at-Risk. This research employs general extreme value theory to deal...”
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  19. 79
    Measuring extremal distribution of spot rate risks with extreme value theory and copulas
    by Yi-Neng Liao, 廖怡能
    Published 2006
    “... combines GARCH model and extreme value theory for estimating the VaR and ES because spot rate has...”
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  20. 80
    The Study for Tail Behavior of Basis and the Investment Strategies under Extreme Value Theory
    by Yi-Hsing Chen, 陳怡錫
    Published 2006
    “... by extreme value theory (EVT). The augmented GARCH model is to estimate the current volatility of the basis...”
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