结果：找到“extreme value”相关内容73个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
SCI Extreme Value Theory - Copula - CoVaR0 个回复 - 334 次查看 本程序采用了半参数方法估计 GPD 广义帕累托分布拟合 EVT 极值理论数据，较好的拟合了金融时间序列模型；并且通过了 K-S 检验。Peak Over Threshold POT estimator 具体极值理论图，可以参见经管之家这个网址 ...2023-8-21 14:43 - tulipsliu - 现金交易版
(极值分布Extreme Values Distribution)关于极值分布的好书4本分享！！！
125 个回复 - 24390 次查看 极值分布 Extreme Values Distribution 绝对的好书分享！！ Extreme Value Theory in Engineering After several years of work with engineers in the area of extremes, several Ph. D. Theses o ...2014-9-2 18:27 - fantuanxiaot - 计量经济学与统计软件
125 个回复 - 24390 次查看 极值分布 Extreme Values Distribution 绝对的好书分享！！ Extreme Value Theory in Engineering After several years of work with engineers in the area of extremes, several Ph. D. Theses o ...2014-9-2 18:27 - fantuanxiaot - 计量经济学与统计软件
【极值分布，概率与统计研究】 Extreme Value Distributions (2016)
22 个回复 - 5552 次查看 Extreme Value Distributions Authors: Mohammad Ahsanullah Extreme Value distributions are applicable to model fitting of data containing largest or smallest observations of data when the num ...2016-11-20 18:45 - cmwei333 - 金融学（理论版）
22 个回复 - 5552 次查看 Extreme Value Distributions Authors: Mohammad Ahsanullah Extreme Value distributions are applicable to model fitting of data containing largest or smallest observations of data when the num ...2016-11-20 18:45 - cmwei333 - 金融学（理论版）
Dependence Measures for Extreme Value Analyses
2 个回复 - 212 次查看 【作者(必填)】 23 【文题(必填)】 Dependence Measures for Extreme Value Analyses【年份(必填)】 23 【全文链接或数据库名称(选填)】https://springer.dosf.top/article/10.1023/A:10099631316102024-3-4 17:46 - internet.hzx - 求助成功区
2 个回复 - 212 次查看 【作者(必填)】 23 【文题(必填)】 Dependence Measures for Extreme Value Analyses【年份(必填)】 23 【全文链接或数据库名称(选填)】https://springer.dosf.top/article/10.1023/A:10099631316102024-3-4 17:46 - internet.hzx - 求助成功区
On studying extreme values and systematic risks with nonlinear time series model
1 个回复 - 147 次查看 【作者(必填)】 23 【文题(必填)】 On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures【年份(必填)】 2332 【全文链接或数据库名称(选填)】ht ...2024-1-17 10:32 - internet.hzx - 求助成功区
1 个回复 - 147 次查看 【作者(必填)】 23 【文题(必填)】 On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures【年份(必填)】 2332 【全文链接或数据库名称(选填)】ht ...2024-1-17 10:32 - internet.hzx - 求助成功区
Rejoinder of “On studying extreme values and systematic risks with nonlinear ti
1 个回复 - 168 次查看 【作者(必填)】 2342 【文题(必填)】 Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” 【年份(必填)】 234 【全文链接或 ...2024-1-15 18:46 - internet.hzx - 求助成功区
1 个回复 - 168 次查看 【作者(必填)】 2342 【文题(必填)】 Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” 【年份(必填)】 234 【全文链接或 ...2024-1-15 18:46 - internet.hzx - 求助成功区
New extreme value theory for maxima of maxima
1 个回复 - 179 次查看 【作者(必填)】 2342 【文题(必填)】 New extreme value theory for maxima of maxima 【年份(必填)】 23424 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/24754269.2020.184 ...2024-1-15 18:49 - internet.hzx - 求助成功区
1 个回复 - 179 次查看 【作者(必填)】 2342 【文题(必填)】 New extreme value theory for maxima of maxima 【年份(必填)】 23424 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/24754269.2020.184 ...2024-1-15 18:49 - internet.hzx - 求助成功区
[下载]新年大庆5：Extreme Value Distributions：Theory and Applications
36 个回复 - 7781 次查看 <p><br/>原版pdf：<br/> </p><p></p><h1 class="parseasinTitle"><span id="btAsinTitle">Extreme Value Distributions: Theory and Applications </span></h ...2009-1-27 18:28 - ccpoo - 计量经济学与统计软件
36 个回复 - 7781 次查看 <p><br/>原版pdf：<br/> </p><p></p><h1 class="parseasinTitle"><span id="btAsinTitle">Extreme Value Distributions: Theory and Applications </span></h ...2009-1-27 18:28 - ccpoo - 计量经济学与统计软件
An extreme value analysis of the tail relationships between returns and volumes
1 个回复 - 284 次查看 【作者(必填)】 23 【文题(必填)】 An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2022-12-17 21:46 - internet.hzx - 求助成功区
1 个回复 - 284 次查看 【作者(必填)】 23 【文题(必填)】 An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2022-12-17 21:46 - internet.hzx - 求助成功区
A nonparametric estimation procedure for bivariate extreme value copulas
1 个回复 - 2710 次查看 【作者(必填)】 23 【文题(必填)】 A nonparametric estimation procedure for bivariate extreme value copulas【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article- ...2022-10-26 13:38 - internet.hzx - 求助成功区
1 个回复 - 2710 次查看 【作者(必填)】 23 【文题(必填)】 A nonparametric estimation procedure for bivariate extreme value copulas【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article- ...2022-10-26 13:38 - internet.hzx - 求助成功区
An introduction to statistical modeling of extreme values
2 个回复 - 697 次查看 An introduction to statistical modeling of extreme values Stuart Coles 难得的好书2022-10-9 08:38 - fishtutu - 数据分析与数据挖掘
2 个回复 - 697 次查看 An introduction to statistical modeling of extreme values Stuart Coles 难得的好书2022-10-9 08:38 - fishtutu - 数据分析与数据挖掘
【金融教材系列】Extreme Value Modeling
140 个回复 - 6627 次查看 2015年最新教材，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！ ...2016-12-30 03:03 - wwqqer - 金融学（理论版）
140 个回复 - 6627 次查看 2015年最新教材，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！ ...2016-12-30 03:03 - wwqqer - 金融学（理论版）
【经典教材系列】Extreme Value Methods
98 个回复 - 7486 次查看 2011年经典教材，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！。 ...2015-11-15 19:50 - wwqqer - 量化投资
98 个回复 - 7486 次查看 2011年经典教材，降价出售期已过，如果喜欢，就请“加关注”我吧（点击头像下方，http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766）。关注成功后，查看这里即可：三步走，把千本好书“一网打尽”！。 ...2015-11-15 19:50 - wwqqer - 量化投资
Non-Linear Time Series (Extreme Events and Integer Value Problems)
0 个回复 - 934 次查看 2014出版Non-Linear Time Series (Extreme Events and Integer Value Problems)全书2020-10-16 10:33 - smart8330 - 数据分析与数据挖掘
0 个回复 - 934 次查看 2014出版Non-Linear Time Series (Extreme Events and Integer Value Problems)全书2020-10-16 10:33 - smart8330 - 数据分析与数据挖掘
Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral
5 个回复 - 410 次查看 【作者(必填)】 23 【文题(必填)】 Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions【年份(必填)】 232 【全文链接或数据库 ...2020-4-12 03:02 - internet.hzx - 文献求助专区
5 个回复 - 410 次查看 【作者(必填)】 23 【文题(必填)】 Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions【年份(必填)】 232 【全文链接或数据库 ...2020-4-12 03:02 - internet.hzx - 文献求助专区
Extreme Returns From Extreme Value Stocks
2 个回复 - 611 次查看 【作者(必填)】Keith Anderson and Chris Brooks 【文题(必填)】Extreme Returns From Extreme Value Stocks 【年份(必填)】The Journal of Investing Spring 2007, 16 (1) 69-81 【全文链接或数据库名称(选 ...2019-7-30 02:05 - wangzt - 求助成功区
2 个回复 - 611 次查看 【作者(必填)】Keith Anderson and Chris Brooks 【文题(必填)】Extreme Returns From Extreme Value Stocks 【年份(必填)】The Journal of Investing Spring 2007, 16 (1) 69-81 【全文链接或数据库名称(选 ...2019-7-30 02:05 - wangzt - 求助成功区
[下载] Extreme Value Distributions: Theory and Applications
12 个回复 - 6211 次查看 Extreme Value Distributions: Theory and Applications by Samuel Kotz (The George Washington University, USA) & Saralees Nadarajah (The University of Nottingham, UK) http://www.worldscibooks.com/ma ...2010-3-2 22:45 - wzpinggu - 计量经济学与统计软件
12 个回复 - 6211 次查看 Extreme Value Distributions: Theory and Applications by Samuel Kotz (The George Washington University, USA) & Saralees Nadarajah (The University of Nottingham, UK) http://www.worldscibooks.com/ma ...2010-3-2 22:45 - wzpinggu - 计量经济学与统计软件
【2018专题特刊】Extreme Values and Financial Risk
10 个回复 - 2449 次查看 Extreme Values and Financial Risk by Stephan Chan (Editor), Saralees Nadarajah (Editor) About the Author Stephen Chan, Assistant Professor, was awarded the EPSRC Doctoral Prize Fellowship in 2016 ...2019-2-9 19:26 - slowry - 金融学（理论版）
10 个回复 - 2449 次查看 Extreme Values and Financial Risk by Stephan Chan (Editor), Saralees Nadarajah (Editor) About the Author Stephen Chan, Assistant Professor, was awarded the EPSRC Doctoral Prize Fellowship in 2016 ...2019-2-9 19:26 - slowry - 金融学（理论版）
[免费下载，附介绍] Extreme Value Theory-- An Introduction
33 个回复 - 8089 次查看 免费提供电子书 Extreme Value Theory-- An Introduction的下载。 。 附介绍【zz自xys】 极值理论(Extreme Value Theory) MrMathematica节译自《25 Big Ideas》,ISBN 1-85168-391-7，原作者Robert Matthews 简述 ...2009-9-13 20:34 - liusure2001 - 计量经济学与统计软件
33 个回复 - 8089 次查看 免费提供电子书 Extreme Value Theory-- An Introduction的下载。 。 附介绍【zz自xys】 极值理论(Extreme Value Theory) MrMathematica节译自《25 Big Ideas》,ISBN 1-85168-391-7，原作者Robert Matthews 简述 ...2009-9-13 20:34 - liusure2001 - 计量经济学与统计软件
An Introduction to Statistical Modelling of Extreme Values
16 个回复 - 2080 次查看 如题， by Stuart Coles2019-7-4 15:52 - 葉寶豐 - 数据分析与数据挖掘
16 个回复 - 2080 次查看 如题， by Stuart Coles2019-7-4 15:52 - 葉寶豐 - 数据分析与数据挖掘
An Introduction to Statistical Modeling of Extreme Values
6 个回复 - 3939 次查看 Springer Series in Statistics系列 Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferen ...2015-4-29 12:54 - lasgpope - 量化投资
6 个回复 - 3939 次查看 Springer Series in Statistics系列 Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferen ...2015-4-29 12:54 - lasgpope - 量化投资
High-order moments and extreme value approach for value-at-risk
1 个回复 - 304 次查看 【作者(必填)】 8 【文题(必填)】 High-order moments and extreme value approach for value-at-risk【年份(必填)】 9 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii ...2019-6-28 13:44 - internet.hzx - 求助成功区
1 个回复 - 304 次查看 【作者(必填)】 8 【文题(必填)】 High-order moments and extreme value approach for value-at-risk【年份(必填)】 9 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii ...2019-6-28 13:44 - internet.hzx - 求助成功区
Backtesting extreme value theory models of expected shortfall
1 个回复 - 621 次查看 【作者(必填)】 232 【文题(必填)】 Backtesting extreme value theory models of expected shortfall 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/14 ...2019-5-3 09:29 - internet.hzx - 求助成功区
1 个回复 - 621 次查看 【作者(必填)】 232 【文题(必填)】 Backtesting extreme value theory models of expected shortfall 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/14 ...2019-5-3 09:29 - internet.hzx - 求助成功区
springerbook2001:An Introduction to Statistical Modeling of Extreme Values
10 个回复 - 2395 次查看 【作者(必填)】 Authors: [*]Stuart Coles 【文题(必填)】 An Introduction to Statistical Modeling of Extreme Values【年份(必填)】 2001 【全文链接或数据库名称(选填)】http://link.springer.com/book ...2014-12-7 03:26 - qijiongli - 求助成功区
10 个回复 - 2395 次查看 【作者(必填)】 Authors: [*]Stuart Coles 【文题(必填)】 An Introduction to Statistical Modeling of Extreme Values【年份(必填)】 2001 【全文链接或数据库名称(选填)】http://link.springer.com/book ...2014-12-7 03:26 - qijiongli - 求助成功区
Extreme Value Theory An Introduction
2 个回复 - 2052 次查看 Extreme Value Theory An Introduction Authors: Laurens de Haan, Ana Ferreira Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematic ...2015-11-2 23:16 - SleepyTom - 金融工程（数量金融）与金融衍生品
2 个回复 - 2052 次查看 Extreme Value Theory An Introduction Authors: Laurens de Haan, Ana Ferreira Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematic ...2015-11-2 23:16 - SleepyTom - 金融工程（数量金融）与金融衍生品
Statistical Analysis of Extreme Values【免费】
30 个回复 - 6736 次查看 统计学极值分析，以及在保险，财务中的应用，共同探讨2009-7-25 22:51 - 420948492 - 数据分析与数据挖掘
30 个回复 - 6736 次查看 统计学极值分析，以及在保险，财务中的应用，共同探讨2009-7-25 22:51 - 420948492 - 数据分析与数据挖掘
EVIM A Software Package for Extreme Value Analysis in MATLAB
22 个回复 - 11764 次查看 EVIM软件（matlab实现的极值分析）2008-5-15 00:51 - hellen61190 - MATLAB等数学软件专版
22 个回复 - 11764 次查看 EVIM软件（matlab实现的极值分析）2008-5-15 00:51 - hellen61190 - MATLAB等数学软件专版
求Springer电子文献“Extreme Value Theory An Introduction”
2 个回复 - 1200 次查看 【作者(必填)】de Haan, Laurens, Ferreira, Ana F. 【文题(必填)】Extreme Value Theory：An Introduction 【年份(必填)】2006 【全文链接或数据库名称(选填)】https://www.springer.com/us/book/9780387239 ...2018-8-10 16:47 - keeamin - 文献求助专区
2 个回复 - 1200 次查看 【作者(必填)】de Haan, Laurens, Ferreira, Ana F. 【文题(必填)】Extreme Value Theory：An Introduction 【年份(必填)】2006 【全文链接或数据库名称(选填)】https://www.springer.com/us/book/9780387239 ...2018-8-10 16:47 - keeamin - 文献求助专区
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financia
3 个回复 - 1194 次查看 【作者(必填)】 [*]Ser-Huang Poon 【文题(必填)】 Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications【年份(必填)】 2004 【全文链接或数据库名称(选填)】 ...2015-12-4 12:42 - internet.hzx - 求助成功区
3 个回复 - 1194 次查看 【作者(必填)】 [*]Ser-Huang Poon 【文题(必填)】 Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications【年份(必填)】 2004 【全文链接或数据库名称(选填)】 ...2015-12-4 12:42 - internet.hzx - 求助成功区
High-order moments and extreme value approach for value-at-risk
1 个回复 - 563 次查看 【作者(必填)】 23 【文题(必填)】 High-order moments and extreme value approach for value-at-risk【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%289e3fb5 ...2017-8-11 22:14 - internet.hzx - 求助成功区
1 个回复 - 563 次查看 【作者(必填)】 23 【文题(必填)】 High-order moments and extreme value approach for value-at-risk【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%289e3fb5 ...2017-8-11 22:14 - internet.hzx - 求助成功区
Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value
1 个回复 - 415 次查看 【作者(必填)】 Zayneb Attaf1,, [/backcolor]Ahmed Ghorbel1, [/backcolor]Younes Boujelbène1 【文题(必填)】 Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value Copula Met ...2017-8-2 09:23 - internet.hzx - 求助成功区
1 个回复 - 415 次查看 【作者(必填)】 Zayneb Attaf1,, [/backcolor]Ahmed Ghorbel1, [/backcolor]Younes Boujelbène1 【文题(必填)】 Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value Copula Met ...2017-8-2 09:23 - internet.hzx - 求助成功区
A goodness-of-fit test for bivariate extreme-value copulas
1 个回复 - 522 次查看 【作者(必填)】 C Genest， J Yan 【文题(必填)】 A goodness-of-fit test for bivariate extreme-value copulas【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A ...2017-6-12 07:40 - internet.hzx - 求助成功区
1 个回复 - 522 次查看 【作者(必填)】 C Genest， J Yan 【文题(必填)】 A goodness-of-fit test for bivariate extreme-value copulas【年份(必填)】 2011 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A ...2017-6-12 07:40 - internet.hzx - 求助成功区
TMT 估值 Extreme Values in Finance Telecommunications the Enviroment
2 个回复 - 1854 次查看 Contributors Participants Preface 1 Statistics of Extremes, withApplications inEnvironment, Insurance, and Finance by Richard L. Smith 2 The Use and Misuse of Extreme Value Models in Practic ...2014-5-25 06:38 - huangxl@oriza - 金融学（理论版）
2 个回复 - 1854 次查看 Contributors Participants Preface 1 Statistics of Extremes, withApplications inEnvironment, Insurance, and Finance by Richard L. Smith 2 The Use and Misuse of Extreme Value Models in Practic ...2014-5-25 06:38 - huangxl@oriza - 金融学（理论版）
EVIM: A Software Package for Extreme Value Analysis in MATLAB
2 个回复 - 1406 次查看 需要的拿走 matlab极值2017-3-27 14:19 - zjjzsl - MATLAB等数学软件专版
2 个回复 - 1406 次查看 需要的拿走 matlab极值2017-3-27 14:19 - zjjzsl - MATLAB等数学软件专版
求An extreme value approach for modeling operational risk losses depending on co
1 个回复 - 764 次查看 【作者(必填)】Chavez‐Demoulin V, Embrechts P, Hofert M. 【文题(必填)】An extreme value approach for modeling operational risk losses depending on covariates[J]. Journal of Risk and Insurance, 201 ...2016-11-2 08:46 - weilinhy - 求助成功区
1 个回复 - 764 次查看 【作者(必填)】Chavez‐Demoulin V, Embrechts P, Hofert M. 【文题(必填)】An extreme value approach for modeling operational risk losses depending on covariates[J]. Journal of Risk and Insurance, 201 ...2016-11-2 08:46 - weilinhy - 求助成功区
A Short Introduction to Extreme Value Theory
1 个回复 - 1205 次查看 Must read book for financial risk manager, especially for market risk and counterparty credit risk2016-10-14 13:44 - fymmwyw1 - 金融工程（数量金融）与金融衍生品
1 个回复 - 1205 次查看 Must read book for financial risk manager, especially for market risk and counterparty credit risk2016-10-14 13:44 - fymmwyw1 - 金融工程（数量金融）与金融衍生品
Extreme Values, Regular Variation and Point Processes
2 个回复 - 1567 次查看 【作者(必填)】Sidney I. Resnick 【文题(必填)】Extreme Values, Regular Variation and Point Processes 【年份(必填)】1987 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978- ...2016-6-13 06:09 - violinangel - 求助成功区
2 个回复 - 1567 次查看 【作者(必填)】Sidney I. Resnick 【文题(必填)】Extreme Values, Regular Variation and Point Processes 【年份(必填)】1987 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978- ...2016-6-13 06:09 - violinangel - 求助成功区
High-order moments and extreme value approach for value-at-risk
2 个回复 - 684 次查看 【作者(必填)】 [*]Chu-Hsiung Lina, 1, , [*]Chang-Cheng Changchienb, , , [*]Tzu-Chuan Kaoc, 2, , [*]Wei-Shun Kaob, 【文题(必填)】 High-order moments and extreme value approach for value-at-risk ...2016-4-7 18:11 - internet.hzx - 求助成功区
2 个回复 - 684 次查看 【作者(必填)】 [*]Chu-Hsiung Lina, 1, , [*]Chang-Cheng Changchienb, , , [*]Tzu-Chuan Kaoc, 2, , [*]Wei-Shun Kaob, 【文题(必填)】 High-order moments and extreme value approach for value-at-risk ...2016-4-7 18:11 - internet.hzx - 求助成功区
High-order moments and extreme value approach for value-at-risk
2 个回复 - 657 次查看 【作者(必填)】 [*]Chu-Hsiung Lina, 1, , [*]Chang-Cheng Changchienb, , , [*]Tzu-Chuan Kaoc, 2, , [*]Wei-Shun Kaob 【文题(必填)】 High-order moments and extreme value approach for value-at-risk【 ...2016-4-3 15:00 - internet.hzx - 求助成功区
2 个回复 - 657 次查看 【作者(必填)】 [*]Chu-Hsiung Lina, 1, , [*]Chang-Cheng Changchienb, , , [*]Tzu-Chuan Kaoc, 2, , [*]Wei-Shun Kaob 【文题(必填)】 High-order moments and extreme value approach for value-at-risk【 ...2016-4-3 15:00 - internet.hzx - 求助成功区
Bivariate Extreme Value Theory: Models and Estimation
1 个回复 - 1006 次查看 【作者(必填)】 Jonathan A. Tawn 【文题(必填)】 Bivariate Extreme Value Theory: Models and Estimation 【年份(必填)】 1988 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28 ...2016-1-23 17:15 - internet.hzx - 文献求助专区
1 个回复 - 1006 次查看 【作者(必填)】 Jonathan A. Tawn 【文题(必填)】 Bivariate Extreme Value Theory: Models and Estimation 【年份(必填)】 1988 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28 ...2016-1-23 17:15 - internet.hzx - 文献求助专区
求pdf《Extreme Value Methods with Applications to Finance》
1 个回复 - 897 次查看 书名：Extreme Value Methods with Applications to Finance作者：Serguei Y. Novak2015-11-15 13:45 - No3676671 - 金融学（理论版）
1 个回复 - 897 次查看 书名：Extreme Value Methods with Applications to Finance作者：Serguei Y. Novak2015-11-15 13:45 - No3676671 - 金融学（理论版）
Multivariate extreme value distributions
0 个回复 - 781 次查看 【作者(必填)】Pickands, James 【文题(必填)】Multivariate extreme value distributions 【年份(必填)】1981 【全文链接或数据库名称(选填)】Bulletin de l'Institut International de Statistique 49, ...2015-9-26 15:42 - @zhuanyong - 文献求助专区
0 个回复 - 781 次查看 【作者(必填)】Pickands, James 【文题(必填)】Multivariate extreme value distributions 【年份(必填)】1981 【全文链接或数据库名称(选填)】Bulletin de l'Institut International de Statistique 49, ...2015-9-26 15:42 - @zhuanyong - 文献求助专区
Portfolio selection: An extreme value approach
1 个回复 - 942 次查看 Portfolio selection: An extreme value approach2015-8-14 22:57 - stephaniejyy - 金融学（理论版）
1 个回复 - 942 次查看 Portfolio selection: An extreme value approach2015-8-14 22:57 - stephaniejyy - 金融学（理论版）
[分享] Extreme Value Theory-- An Introduction
24 个回复 - 8895 次查看 Title: Extreme Value Theory——An IntroductionAuthors: Laurens de Haan, Ana FerreiraTotal Page: 415Publisher: SpringerContents:Preface viiList of Abbreviations and Symbols xvPart I One-Dimension ...2008-8-8 16:36 - cquzzm - 计量经济学与统计软件
24 个回复 - 8895 次查看 Title: Extreme Value Theory——An IntroductionAuthors: Laurens de Haan, Ana FerreiraTotal Page: 415Publisher: SpringerContents:Preface viiList of Abbreviations and Symbols xvPart I One-Dimension ...2008-8-8 16:36 - cquzzm - 计量经济学与统计软件
Extreme value theory for finance a survey
2 个回复 - 1145 次查看 Extreme value theory for finance a survey2015-4-12 09:01 - liuyuchun-cumt - 经济金融数学专区
2 个回复 - 1145 次查看 Extreme value theory for finance a survey2015-4-12 09:01 - liuyuchun-cumt - 经济金融数学专区
tandfonline Extreme value analysis of electricity demand in the UK
1 个回复 - 665 次查看 【作者(必填)】Stephen Chana & Saralees Nadarajaha* 【文题(必填)】Extreme value analysis of electricity demand in the UK 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline ...2015-3-14 02:05 - 352693585 - 求助成功区
1 个回复 - 665 次查看 【作者(必填)】Stephen Chana & Saralees Nadarajaha* 【文题(必填)】Extreme value analysis of electricity demand in the UK 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.tandfonline ...2015-3-14 02:05 - 352693585 - 求助成功区
推荐一本金融工程用书Extreme Values。。。(Springer Series)
17 个回复 - 5553 次查看 Extreme Values, Regular Variation, and Point Processes (Springer Series in Operations Research and Financial Engineering) Editorial Reviews Review "This book is written in a very lucid wa ...2009-6-27 11:15 - iiistony - 计量经济学与统计软件
17 个回复 - 5553 次查看 Extreme Values, Regular Variation, and Point Processes (Springer Series in Operations Research and Financial Engineering) Editorial Reviews Review "This book is written in a very lucid wa ...2009-6-27 11:15 - iiistony - 计量经济学与统计软件
原创：extreme value theory
0 个回复 - 1207 次查看 a 4-page summary note on the theory and its application to VAR calculation with high confidence levels. Specifically, EVT includes GEV and POT approaches. The note not only provides the theoretical ...2015-1-27 14:53 - cash_king01 - CFA、CVA、FRM等金融考证论坛
0 个回复 - 1207 次查看 a 4-page summary note on the theory and its application to VAR calculation with high confidence levels. Specifically, EVT includes GEV and POT approaches. The note not only provides the theoretical ...2015-1-27 14:53 - cash_king01 - CFA、CVA、FRM等金融考证论坛
Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and
16 个回复 - 429 次查看 Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications by Manuel L. Esquível and João João Tiago Mexia Series: Studies in Theor ...2014-12-8 02:50 - tigerwolf - 数据分析与数据挖掘
16 个回复 - 429 次查看 Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications by Manuel L. Esquível and João João Tiago Mexia Series: Studies in Theor ...2014-12-8 02:50 - tigerwolf - 数据分析与数据挖掘
求：《Extreme Value and Related Models with Applications in Engineering
1 个回复 - 1271 次查看 全名：Extreme Value and Related Models with Applications in Engineering and Science ~ Enrique Castillo (作者), Ali S. Hadi (作者), N. Balakrishnan (作者), Jose M. Sarabia (作者) [*]出版社: ...2014-3-18 15:30 - 唐宋元清 - 悬赏大厅
1 个回复 - 1271 次查看 全名：Extreme Value and Related Models with Applications in Engineering and Science ~ Enrique Castillo (作者), Ali S. Hadi (作者), N. Balakrishnan (作者), Jose M. Sarabia (作者) [*]出版社: ...2014-3-18 15:30 - 唐宋元清 - 悬赏大厅
如何下载An Introduction to Statistical Modelling of Extreme Values
3 个回复 - 2846 次查看 An Introduction to Statistical Modelling of Extreme Values论文急需2011-3-3 22:35 - lengsi1969 - 爱问频道
3 个回复 - 2846 次查看 An Introduction to Statistical Modelling of Extreme Values论文急需2011-3-3 22:35 - lengsi1969 - 爱问频道
谁来讲讲Extreme Value Theorem？
3 个回复 - 3997 次查看 谁来讲讲Extreme Value Theorem啊，包括block maxima和Point Over Threshold两种方法？到底是怎么回事？应该看些什么辅导资料去学习这个东东？2014-1-8 17:10 - wjve - CFA、CVA、FRM等金融考证论坛
3 个回复 - 3997 次查看 谁来讲讲Extreme Value Theorem啊，包括block maxima和Point Over Threshold两种方法？到底是怎么回事？应该看些什么辅导资料去学习这个东东？2014-1-8 17:10 - wjve - CFA、CVA、FRM等金融考证论坛
关于Extreme Value Theory的资料
4 个回复 - 1541 次查看 关于Extreme Value Theory的资料，希望能帮到有用的同学2012-10-11 04:45 - hongli32 - R语言论坛
4 个回复 - 1541 次查看 关于Extreme Value Theory的资料，希望能帮到有用的同学2012-10-11 04:45 - hongli32 - R语言论坛
文献求助：Extreme estimation uncertainty in fair value estimates: The implicatio
1 个回复 - 1087 次查看 【作者(必填)】Brant E. Christensen , Steven M. Glover , and David A. Wood 【文题(必填)】Extreme estimation uncertainty in fair value estimates: The implications for audit assurance 【年份(必填) ...2013-5-8 11:34 - wang198928 - 求助成功区
1 个回复 - 1087 次查看 【作者(必填)】Brant E. Christensen , Steven M. Glover , and David A. Wood 【文题(必填)】Extreme estimation uncertainty in fair value estimates: The implications for audit assurance 【年份(必填) ...2013-5-8 11:34 - wang198928 - 求助成功区
GENERATING MECHANISMS OF, AND PARAMETER ESTIMATORS FOR, THE EXTREME VALUE DISTRI
3 个回复 - 1188 次查看 【作者(必填)】K. J. A. Revfeim【文题(必填)】GENERATING MECHANISMS OF, AND PARAMETER ESTIMATORS FOR, THE EXTREME VALUE DISTRIBUTION 【年份(必填)】1984 【全文链接或数据库名称(选填)】http://onlinel ...2013-5-5 09:37 - yhzhong - 文献求助专区
3 个回复 - 1188 次查看 【作者(必填)】K. J. A. Revfeim【文题(必填)】GENERATING MECHANISMS OF, AND PARAMETER ESTIMATORS FOR, THE EXTREME VALUE DISTRIBUTION 【年份(必填)】1984 【全文链接或数据库名称(选填)】http://onlinel ...2013-5-5 09:37 - yhzhong - 文献求助专区
The Cumulants of an Extended Family of Type 1 Extreme Value Distributions
2 个回复 - 965 次查看 【作者(必填)】K. J. A. Revfeim 【文题(必填)】 Extended Family of Type 1 Extreme Value Distributions 【年份(必填)】 1984 【全文链接或数据库名称(选填)】 http://www.jstor.org/discover/10.2307/250 ...2013-5-4 06:56 - yhzhong - 求助成功区
2 个回复 - 965 次查看 【作者(必填)】K. J. A. Revfeim 【文题(必填)】 Extended Family of Type 1 Extreme Value Distributions 【年份(必填)】 1984 【全文链接或数据库名称(选填)】 http://www.jstor.org/discover/10.2307/250 ...2013-5-4 06:56 - yhzhong - 求助成功区
Value at Risk and Conditional Extreme Value Theory via Markov Regime
1 个回复 - 1037 次查看 【作者(必填)】Yau Man Ze-to Samuel 【文题(必填)】Value at Risk and Conditional Extreme Value Theory via Markov Regime 【年份(必填)】2008 【全文链接或数据库名称(选填)】2013-3-10 11:20 - syasd - 求助成功区
1 个回复 - 1037 次查看 【作者(必填)】Yau Man Ze-to Samuel 【文题(必填)】Value at Risk and Conditional Extreme Value Theory via Markov Regime 【年份(必填)】2008 【全文链接或数据库名称(选填)】2013-3-10 11:20 - syasd - 求助成功区
Extreme value中有关Poisson-GPD的return level 怎么求
5 个回复 - 1902 次查看 本人在做极端值，现在Poisson-GPD的return level 以及其confidence interval有没有R package可以求解的，找了好久还没有找到。有知道的大神，麻烦帮忙啊。 我用ismev和Eetreme toolkit 都没有发现解决方法，希望得到 ...2013-1-2 14:25 - 少钰 - R语言论坛
5 个回复 - 1902 次查看 本人在做极端值，现在Poisson-GPD的return level 以及其confidence interval有没有R package可以求解的，找了好久还没有找到。有知道的大神，麻烦帮忙啊。 我用ismev和Eetreme toolkit 都没有发现解决方法，希望得到 ...2013-1-2 14:25 - 少钰 - R语言论坛
A goodness-of-fit test for bivariate extreme-value copulas
1 个回复 - 957 次查看 【作者(必填)】 Christian Genest, Ivan Kojadinovic, Johanna Nešlehová, andJun Yan 【文题(必填)】 A goodness-of-fit test for bivariate extreme-value copulas 【年份(必填)】 Source: Bernoulli V ...2012-12-26 13:00 - wqt2958 - 求助成功区
1 个回复 - 957 次查看 【作者(必填)】 Christian Genest, Ivan Kojadinovic, Johanna Nešlehová, andJun Yan 【文题(必填)】 A goodness-of-fit test for bivariate extreme-value copulas 【年份(必填)】 Source: Bernoulli V ...2012-12-26 13:00 - wqt2958 - 求助成功区
extreme value theory and VaR
5 个回复 - 1473 次查看 发几篇extreme value theory and VaR的经典论文。2011-7-12 22:40 - cbi_luoy - 金融学（理论版）
5 个回复 - 1473 次查看 发几篇extreme value theory and VaR的经典论文。2011-7-12 22:40 - cbi_luoy - 金融学（理论版）
About Extreme Value Theory in SAS
6 个回复 - 1438 次查看 Is there any experts know how to perform extreme value theory includng the parametric (Frechet; Weibull; Gumbel) and non-parametric (empirical estimation) for conditional and unconditional cases, as w ...2012-4-11 20:11 - lam_fukming - SAS专版
6 个回复 - 1438 次查看 Is there any experts know how to perform extreme value theory includng the parametric (Frechet; Weibull; Gumbel) and non-parametric (empirical estimation) for conditional and unconditional cases, as w ...2012-4-11 20:11 - lam_fukming - SAS专版
有关极值理论的书Statistical Analysis of Extreme Values
14 个回复 - 4786 次查看 Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields Third Edition Contents Preface to the Third Edition . . . . . . . . . . . . . . . . ...2010-8-25 19:57 - frederic7 - 金融学（理论版）
14 个回复 - 4786 次查看 Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields Third Edition Contents Preface to the Third Edition . . . . . . . . . . . . . . . . ...2010-8-25 19:57 - frederic7 - 金融学（理论版）
Statistical Analysis of Extreme Values
10 个回复 - 4560 次查看 书名Statistical Analysis of Extreme Values：with Applications to Insurance, Finance, Hydrology and Other Fields 作者R.-D. Reiss，M. Thomas 第三版Third Edition 出版社Birkhäuser，20072007-9-2 15:17 - zfk - 计量经济学与统计软件
10 个回复 - 4560 次查看 书名Statistical Analysis of Extreme Values：with Applications to Insurance, Finance, Hydrology and Other Fields 作者R.-D. Reiss，M. Thomas 第三版Third Edition 出版社Birkhäuser，20072007-9-2 15:17 - zfk - 计量经济学与统计软件
Extreme Values and Their Applications in Finance
5 个回复 - 1119 次查看 Extreme Values and Their Applications in Finance nus.edu.sg 中的 RS Tsay - rmi.nus.edu.sg Extreme price movements in the financial markets are rare, but important. The stock market crash on Wall ...2011-8-16 10:20 - 酱油哥哥 - 求助成功区
5 个回复 - 1119 次查看 Extreme Values and Their Applications in Finance nus.edu.sg 中的 RS Tsay - rmi.nus.edu.sg Extreme price movements in the financial markets are rare, but important. The stock market crash on Wall ...2011-8-16 10:20 - 酱油哥哥 - 求助成功区
The Generalized Extreme Value Distribution, Implied Tail Index,
2 个回复 - 1461 次查看 The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing Sheri Markose, Amadeo Alentorn. Journal of Derivatives. New York: Spring 2011. Vol. 18, Iss. 3; pg. 35, 28 pgs 麻烦 ...2011-4-20 08:33 - sqq19860225 - 文献求助专区
2 个回复 - 1461 次查看 The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing Sheri Markose, Amadeo Alentorn. Journal of Derivatives. New York: Spring 2011. Vol. 18, Iss. 3; pg. 35, 28 pgs 麻烦 ...2011-4-20 08:33 - sqq19860225 - 文献求助专区
extreme value theory as a risk management tool
2 个回复 - 1472 次查看 如题：有兴趣的下载看看。2010-8-25 20:00 - frederic7 - 金融学（理论版）
2 个回复 - 1472 次查看 如题：有兴趣的下载看看。2010-8-25 20:00 - frederic7 - 金融学（理论版）
求"A spacing estimator for the extreme value index"
1 个回复 - 1230 次查看 哪位有资料:Pereira, T.T., A spacing estimator for the extreme value index.分享一下好吗?谢谢!2010-9-6 22:05 - yangxin789 - 爱问频道
1 个回复 - 1230 次查看 哪位有资料:Pereira, T.T., A spacing estimator for the extreme value index.分享一下好吗?谢谢!2010-9-6 22:05 - yangxin789 - 爱问频道
[求助]求极值理论（Extreme Value Theory ）方面的中文文献
5 个回复 - 6669 次查看 手头只有点应用性的文献，主要是期权定价厚尾分析方面的，找不到全面理论介绍的文献，在这方面不是很了解，请各位多多指教2004-11-23 17:17 - 还珠楼主 - 金融学（理论版）
5 个回复 - 6669 次查看 手头只有点应用性的文献，主要是期权定价厚尾分析方面的，找不到全面理论介绍的文献，在这方面不是很了解，请各位多多指教2004-11-23 17:17 - 还珠楼主 - 金融学（理论版）
求助文献：Extreme Values in Financet 电子版
3 个回复 - 1755 次查看 Extreme Values in Finance, Telecommunications, and the Environment (Monographs on Statistics and Applied Probability) 亚马逊链接： http://www.amazon.com/Telecommunications-Environment-Monographs-St ...2009-12-7 17:44 - shengdong1979 - 金融工程（数量金融）与金融衍生品
3 个回复 - 1755 次查看 Extreme Values in Finance, Telecommunications, and the Environment (Monographs on Statistics and Applied Probability) 亚马逊链接： http://www.amazon.com/Telecommunications-Environment-Monographs-St ...2009-12-7 17:44 - shengdong1979 - 金融工程（数量金融）与金融衍生品
關于 extreme value thery 和 copula
3 个回复 - 3397 次查看 <DIV class=postcolor>請問哪位對 extreme value thery 和 copula 比較關心, 想共同探討一些問題. zhj75@hanmail.net <!--IBF.ATTACHMENT_211891--></DIV><!-- THE POST -->2005-1-14 15:14 - zhj75 - 计量经济学与统计软件
3 个回复 - 3397 次查看 <DIV class=postcolor>請問哪位對 extreme value thery 和 copula 比較關心, 想共同探討一些問題. zhj75@hanmail.net <!--IBF.ATTACHMENT_211891--></DIV><!-- THE POST -->2005-1-14 15:14 - zhj75 - 计量经济学与统计软件
