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Showing 1 - 20 results of 59 for search '"extreme value theory"', query time: 0.43s Refine Results
3
Applications of Extreme Value Theory to Burst Predictions
“... the right resources for a better quality of service. We applied Extreme value theory (EVT) to predict bursts...”
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Citation Index Journal
4
Analysis of PM10 using extreme value theory
by Nur Munawwarah
Published 2015
“...The literature review had identified that the extreme value theory is widely used in hydrological...”
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Journal
5
Using extreme value theory to estimate value‐at‐risk
by Martin, Odening, Jan, Hinrichs
Published 2003
Subjects: “...Extreme Value Theory,Hog production,Risk,Value‐at‐Risk...”
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7
An offspring of multivariate extreme value theory: the max-characteristic function
by Falk, Michael, Stupfler, Gilles
Published 2017
“... of multivariate extreme-value theory. A max-CF characterizes the distribution of a random vector in Rd, whose...”
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Article
8
Extreme value theory for modeling and prediction of high PM10 concentration in Johor
“...When consider the extreme level of pollutant concentration, the Extreme Value Theory (EVT) is a...”
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Conference or Workshop Item
11
An application of extreme value theory to the management of a hydroelectric dam
by Minkah, Richard
Published 2016
“... of electrical power and flooding in communities downstream respectively. In this paper, we use extreme value...”
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Online
14
Financial risk evaluations in Malaysian Stock Exchange using extreme-value theory and component-ARCH Model
“...) and extreme-value-theory (EVT) methodologies. Similar VaR estimation and prediction are observes under the EVT...”
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Article
15
Analysis of pm10 using extreme value theory / Hasfazilah Ahmat ... [et al.]
“...The literature review had identified that the extreme value theory is widely used in hydrological...”
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Article
16
Financial risk evaluations in Malaysian stock exchange using extreme-value-theory and component-ARCH model
by Suraiya
Published 2009
“...) and extreme-value-theory (EVT) methodologies. Similar VaR estimation and prediction are observes under the EVT...”
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Journal
17
Using extreme value theory to evaluate conditional var for risk management in electricity markets
by Farah Nadhirah
Published 2016
“...R method. Extreme Value Theory can overcome shortcomings of traditional methods in computing financial risk...”
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Journal
19
Improved VaR forecasts using extreme value theory with the Realized GARCH model
by Samit, Paul, Prateek, Sharma
Published 2017
Subjects: “...Value-at-Risk,Extreme value theory,Realized GARCH,Realized kernel,Skewed student-t...”
text
20
How often is the financial market going to collapse?
by Gabriel Frahm
Published 2018-08-01
Subjects: “...copula theory| extremal dependence| extreme value theory| ruin| tail dependence...”
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Article
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