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[下载]新年大庆5：Extreme Value Distributions：Theory and Applications
36 个回复 - 7781 次查看 原版pdf：  <h1 class="parseasinTitle">Extreme Value Distributions: Theory and Applications </h ...2009-1-27 18:28 - ccpoo - 计量经济学与统计软件

[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

[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

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

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

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

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

[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

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

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

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

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

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

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）

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

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）

[求助]求极值理论（Extreme Value Theory ）方面的中文文献
5 个回复 - 6668 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）

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