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  1. 1
    The GARCH-EVT-Copula model and simulation in scenario-based asset allocation
    by McEwan, Peter Gareth Fredric
    Published 2016
    Subjects: “...Extreme value theory...”
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  2. 2
    On optimal allocation problem in multi-group extreme value regression under censoring.
    Published 2006
    Subjects: “...Extreme value theory...”
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  3. 3
    Extreme Values and Financial Risk
    Published 2019
    Subjects: “...Extreme Value Theory...”
    Open Access: DOAB: description of the publication
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    eBook
  4. 4
    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
  5. 5
    When the U.S. Stock Market Becomes Extreme?
    by Sofiane Aboura
    Published 2014-05-01
    Subjects: “...extreme value theory...”
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    Article
  6. 6
    Multivariate Regular Variation and its Applications
    by Mariko, Dioulde Habibatou
    Published 2015
    Subjects: “...Extreme value theory...”
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  7. 7
    The Frechet distribution as an alternative model of extreme value data
    by Shahriari, Shahriar
    Published 2010
    Subjects: “...Extreme value theory...”
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  8. 8
    A global climatological model of extreme geomagnetic field fluctuations
    Subjects: “...extreme value theory...”
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    Article
  9. 9
    Modelling the epidemic extremities of dengue transmissions in Thailand
    by Jue Tao Lim, Borame Sue Lee Dickens, Alex R. Cook
    Published 2020-12-01
    Subjects: “...Extreme Value Theory...”
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    Article
  10. 10
    A New Methodology for the Block Maxima Approach in Selecting the Optimal Block Size
    by Çiğdem Özari, Özge Eren, Hasan Saygin
    Published 2019-01-01
    Subjects: “...Extreme Value Theory...”
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    Article
  11. 11
    Human mortality at extreme age
    Subjects: “...extreme value theory...”
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    Article
  12. 12
    Statistical analysis of type-II progressively hybrid censored samples and adaptive type-II progressively hybrid censored samples from extreme value distribution.
    Published 2009
    Subjects: “...Extreme value theory--Mathematical models...”
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  13. 13
    Variational Open Set Recognition
    by Buquicchio, Luke J.
    Published 2020
    Subjects: “...Extreme Value Theory...”
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  14. 14
    The role of distribution and volatility specification in value at risk estimation: Evidence from the Johannesburg Stock Exchange
    by John M. Mwamba, Kruger Pretorius
    Published 2012-10-01
    Subjects: “...Extreme Value Theory...”
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    Article
  15. 15
    A framework for end-to-end deep learning-based anomaly detection in transportation networks
    by Neema Davis, Gaurav Raina, Krishna Jagannathan
    Published 2020-05-01
    Subjects: “...Extreme value theory...”
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    Article
  16. 16
    What is the return period of intense rainfall events in the capital cities of the northeast region of Brazil?
    Subjects: “...extreme value theory...”
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    Article
  17. 17
    Estimation of the distortion risk premium for heavy-tailed losses under serial dependence
    by Hakim Ouadjed
    Published 2018-01-01
    Subjects: “...extreme value theory...”
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    Article
  18. 18
    THE MALAYSIA PM10 ANALYSIS USING EXTREME VALUE
    Subjects: “...Extreme Value Theory...”
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    Article
  19. 19
    Risk Measures and Dependence Modeling in Financial Risk Management
    by Eriksson, Kristofer
    Published 2014
    Subjects: “...Extreme value theory...”
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  20. 20
    Dynamic extreme value theory (DEVT): a dynamic approach for obtaining value-at-risk (VaR).
    Published 2006
    Subjects: “...Extreme value theory...”
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