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81“... solve this problem by adding extreme value theory to improve the performance of portfolio through...”
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82
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83by Mashishi, Daniel“... was in modelling average monthly rainfall for South Africa using extreme value theory (EVT). EVT is made up...”
Published 2021
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84by Bhagwandin, Lipika“... conditions. The aim of this study is to evaluate the efficacy of univariate and multivariate extreme value...”
Published 2017
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85“... of analysis. Hence, we will use a statistical method from extreme value theory. In particular, we will apply a...”
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86“.... And Extreme Value Theory (EVT) by Gnedenko is the very popular evaluation to calcu-late financial risk...”
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87by Seimela, Anna Mamodupi“... Africa using extreme value theory (EVT). The stationarity of the data was tested using augmented Dickey...”
Published 2021
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88
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89“... (SCR) established by Solvency II. Basing on the Extreme Value Theory (EVT), this paper performs a...”
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90“... functional-coefficient autoregressive (AFAR) models based on extreme value theory and likelihood ratio tests...”
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91“...Extreme ValueTheory (EVT) adalah suatu metode untuk menentukan nilai VAR (Value at Risk) dengan...”
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92
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93“... extreme value theory (EVT). The "peaks over threshold" (POT) result from EVT was chosen for modelling...”
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94“...碩士 === 國立中央大學 === 財務金融研究所 === 90 === Abstract Value at Risk and Extreme Value Theory: An Empirical...”
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95“..., then developing the extreme value theory which is non-regular distribution. Although, extreme value theory has...”
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96“..., this dissertation also focuses on using extreme value theory to fit a generalized Pareto distribution to rice damage...”
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97The Application of Extreme Value Theory on Setting the Clearing Margin for TAIFEX Stock Index Option“...碩士 === 國立高雄第一科技大學 === 財務管理所 === 93 === This paper is aimed to apply the extreme value theory...”
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98by Ching - Wei, 張景瑋“...- testing and out-of-sample expect ed loss indicate that the CARR model and extreme value theory performs...”
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99“.... Extreme value theory (EVT) is proposed to describe the characteristic of fat-tail and high-peak without...”
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100Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)Subjects: “...extreme value theory...”
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