https://hps.org/?hpj_doc=the-identification-of-an-homogeneous-critical-group-using-statistical-extreme-value-theory
The Identification of an Homogeneous Critical Group Using Statistical Extreme Value Theory - HPS
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https://uk.mathworks.com/help/econ/using-extreme-value-theory-and-copulas-to-evaluate-market-risk.html
Using Extreme Value Theory and Copulas to Evaluate Market Risk - MATLAB & Simulink Example
This example shows how to model the market risk of a hypothetical global equity index portfolio with a Monte Carlo simulation technique using a Student's t...
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https://open.metu.edu.tr/handle/11511/73072
Extreme Value Theory on Valuation of Actuarial Risk
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https://scholar.uoc.ac.in/items/f034ed25-4dc8-4076-b9dd-e549df511ee3/full
An investigation on the role of generalized logistic distribution in extreme value theory
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https://pearl.plymouth.ac.uk/gees-research/1148/
"Predicting Malaysian palm oil price using Extreme Value Theory" by K Chuangchid, S Sriboonchitta...
This paper uses the extreme value theory (EVT) to predict extreme price events of Malaysian palm oil in the future, based on monthly futures price data for a...
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https://iris.unibocconi.it/handle/11565/3858503
Computational Methods for Complex Problems in Extreme Value Theory
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https://www.kielinstitut.de/de/publikationen/extreme-value-theory-as-a-theoretical-background-for-power-law-behavior-15863
Extreme Value Theory as a Theoretical Background for Power Law Behavior - Kiel Institut
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https://iris.unical.it/handle/20.500.11770/172452
FFT, Extreme Value Theory and Simulation to model non life insurance claims dependences
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https://publikationen.bibliothek.kit.edu/1000065905
Extreme Value Theory for Heavy-Tails in Electricity Prices
Typical characteristics of electricity day-ahead prices at the European Power Exchange (EPEX) are very high volatility and a large number of extreme price chan
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https://aisberg.unibg.it/handle/10446/632
Extreme Value Theory for Finance: A Survey
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https://www.occ.gov/publications-and-resources/publications/economics/working-papers-archived/economic-working-paper-2006-3.html
Multivariate Estimation for Operational Risk with Judicious Use of Extreme Value Theory (WP 2006-3)...
The Basel II Accord requires participating banks to quantify operational risk according to a matrix of business lines and event types.
extreme value theoryoperational riskestimationusewp