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Schneider, Laura Fee [Author] ; Krajina, Andrea [Degree supervisor]; Krajina, Andrea [Other]; Krivobokova, Tatyana [Other]

Discrete Parameter Estimation for Rare Events: From Binomial to Extreme Value Distributions

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Göttingen: Niedersächsische Staats- und Universitätsbibliothek Göttingen, 2019
Einmahl, John H. J. [Author]; Yang, Fan [Author]; Chen Zhou [Author]

Testing the multivariate regular variation model

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https://research.tilburguniversity.edu/en/publications/testing-the-multivariate-regular-variation-model

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Tilburg: CentER, Center for Economic Research, 29 October 2018

Published in: Center for Economic Research: Discussion paper ; 2018,44
Grama, Ion G. [Author]; Spokoiny, Vladimir [Author]

Pareto approximation of the tail by local exponential modeling

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2003
Grama, Ion G. [Author]; Spokoiny, Vladimir [Author]

Pareto approximation of the tail by local exponential modeling

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2003
SenGupta, Ashis [Author]; Roy, Moumita [Author]

An universal, simple, circular statistics-based estimator of » for symmetric stable family

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Basel: MDPI, 2019
Schulz-Gebhard, Jan [Author]; Milaković, Mishael [Author]

How wealthy are the rich?

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2023

Published in: Review of income and wealth ; 69(2023), 1 vom: März, Seite 100-123
Schulz, Jan [Author]; Milaković, Mishael [Author]

How Wealthy are the Rich?

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Hoboken, NJ: Wiley, 2021
Einmahl, John H. J. [Author]; Yang, Fan [Author]; Chen Zhou [Author]

Testing the multivariate regular variation model

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https://www.tandfonline.com/doi/pdf/10.1080/07350015.2020.1737533

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2021

Published in: Journal of business & economic statistics ; 39(2021), 4, Seite 907-919
Schneider, Laura Fee [Author] ; Krajina, Andrea [Contributor]; Krivobokova, Tatyana [Contributor]

Discrete Parameter Estimation for Rare Events: From Binomial to Extreme Value Distributions

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http://hdl.handle.net/21.11130/00-1735-0000-0003-C131-B

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Georg-August-Universität Göttingen: eDiss, 2019-06-13
Ahmed, Hanan [Author]; Einmahl, John H. J. [Author]

Improved estimation of the extreme value index using related variables

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https://pure.uvt.nl/portal/en/publications/improved-estimation-of-the-extreme-value-index-using-related-variables(78738894-06ad-409e-ba03-531c3308e118).html

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Tilburg: CentER, Center for Economic Research, 16 July 2018

Published in: Center for Economic Research: Discussion paper ; 2018,25
Paolella, Marc S. [Author]

Stable-GARCH models for financial returns: Fast estimation and tests for stability

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Basel: MDPI, 2016
Gourieroux, Christian [Author]; Jasiaky, Joanna [Author]

Truncated maximum likelihood, goodness of fit tests and tail analysis

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http://hdl.handle.net/10419/61262

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Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 1998
Ebel, Daniel [Author] ; Drees, Holger [Degree supervisor]

Analyse von tail-abhängigen Risikofunktionalen

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https://d-nb.info/1188818589/34

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Hamburg: Staats- und Universitätsbibliothek Hamburg, 2019
Gabaix, Xavier [Author]; Ioannides, Yannis M. [Author]

Chapter 53. The Evolution of City Size Distributions

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2004

Published in: Handbook of regional and urban economics ; (2004), Seite 2341-2378
Einmahl, John H. J. [Author]; He, Yi [Author]

Extreme Value Inference for Heterogeneous Power Law Data

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https://ssrn.com/abstract=4447938

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[S.l.]: SSRN, [2023]
Litvinova, Svetlana [Author]; Silvapulle, Mervyn J. [Author]

Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index

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https://www.monash.edu/business/ebs/research/publications/ebs/wp15-2020.pdf

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[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, April 2020

Published in: Monash University: Working paper ; 2020,15
Schulz, Jan [Author]; Milaković, Mishael [Author]

How wealthy are the rich?

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http://hdl.handle.net/10419/229178

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Bamberg: Bamberg University, Bamberg Economic Research Group (BERG), 2020
Litvinova, Svetlana [Author]; Silvapulle, Mervyn J. [Author]

Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions

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https://www.monash.edu/business/ebs/research/publications/ebs/wp12-2018.pdf

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[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, August 2018

Published in: Monash University: Working paper ; 2018,12
Kaibuchi, Hibiki [Author]; Kawasaki, Yoshinori [Author]; Stupfler, G. [Author]

GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series

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https://www.tandfonline.com/doi/pdf/10.1080/14697688.2022.2048061

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2022

Published in: Quantitative finance ; 22(2022), 7, Seite 1277-1294
Ebel, Daniel [Author] ; Drees, Holger [Contributor]

Analyse von tail-abhängigen Risikofunktionalen ; Analysis of tail-dependent risk functionals

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Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky, 2018-01-01

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