The following pages link to EVIM (Q13018):
Displayed 8 items.
- Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- 3D extreme value analysis for stock return, interest rate and speed of mean reversion (Q896795) (← links)
- A software review for extreme value analysis (Q907385) (← links)
- High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Climate time series analysis. Classical statistical and bootstrap methods (Q2434450) (← links)
- (Q5692536) (← links)