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  1. 521
    PREDIKSI CURAH HUJAN EKSTREM DI KOTA SEMARANG MENGGUNAKAN SPATIAL EXTREME VALUE DENGAN PENDEKATAN MAX STABLE PROCESS (MSP)
    by Hasbi Yasin, Budi Warsito, Arief Rachman Hakim
    Published 2019-07-01
    “...) is an extension of the multivariate extreme value distribution into infinite dimension of the Extreme Value Theory...”
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    Article
  2. 522
    Spatial dependences among precipitation maxima over Belgium
    by S. Vannitsem, P. Naveau
    Published 2007-09-01
    “..., to mitigate the impact of precipitation extremes. Classical Extreme Value Theory (EVT) has been applied...”
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    Article
  3. 523
    Estimates of changes in surface wind and temperature extremes in southwestern Norway using dynamical downscaling method under future climate
    by Yiwen Xu
    Published 2019-12-01
    “... with the generalized extreme value theory for the construction of Hardanger Suspension Bridge and the maintenance...”
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    Article
  4. 524
    Structural Monitoring and Safety Assessment during Translocation of Mahavira Hall of Jade Buddha Temple
    “..., which are based on extreme value theory, the effect of the translocation on the structural performance...”
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    Article
  5. 525
    Evaluation of classical spatial-analysis schemes of extreme rainfall
    “... of an extreme-value model (block maxima, peaks over threshold) taken from extreme-value theory plus a method...”
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    Article
  6. 526
    Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes
    by Sang Phu Nguyen, Toan Luu Duc Huynh
    Published 2019-09-01
    “... autoregressive conditional heteroskedasticity (GARCH); extreme value theory (EVT); and conditional value at risk...”
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    Article
  7. 527
    Detecting spatial patterns with the cumulant function – Part 2: An application to El Niño
    by P. Yiou, M. Vrac, P. Naveau, A. Bernacchia
    Published 2008-02-01
    “... Value Theory on the temporal variations extracted from our methodology. We find that the tails...”
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    Article
  8. 528
    Extreme value modelling of storm damage in Swedish forests
    by A. Bengtsson, C. Nilsson
    Published 2007-09-01
    “... the period. <br><br> We show that, within the framework of statistical extreme value theory, a...”
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    Article
  9. 529
    Pricing Zero-Coupon Catastrophe Bonds Using EVT with Doubly Stochastic Poisson Arrivals
    by Zonggang Ma, Chaoqun Ma, Shisong Xiao
    Published 2017-01-01
    “... value theory (EVT) to characterize the tail characteristics of catastrophic loss distribution...”
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    Article
  10. 530
    Tail Estimation for Large Insurance Claims, an Extreme Value Approach.
    by Nilsson, Mattias
    Published 2010
    “...In this thesis are extreme value theory used to estimate the probability that large insuranceclaims...”
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  11. 531
    Value at Risk : A comparison of Value at Risk models during the 2007/2008 financial crisis
    by Karlsson, Malin, Flodman, Jonna
    Published 2011
    “... VaR models in periods around the crisis. The conclusions differ, but the Extreme Value Theory (EVT...”
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  12. 532
    FX Spot Trading and Risk Management from A Market Maker’s Perspective
    by Yang, Mu
    Published 2011
    “... of foreign exchange market. Extreme Value Theory (EVT) has been applied to real EUR/USD data, which contains...”
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  13. 533
    FX Spot Trading and Risk Management from A Market Maker’s Perspective
    by Yang, Mu
    Published 2011
    “... of foreign exchange market. Extreme Value Theory (EVT) has been applied to real EUR/USD data, which contains...”
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  14. 534
    Using Interactive Shiny Applications to Facilitate Research-Informed Learning and Teaching
    by Lee Fawcett
    Published 2018-01-01
    “... recently published papers in the author's primary research field (extreme value theory and applications...”
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    Article
  15. 535
    Statistical extreme value modelling to study roadside air pollution episodes
    by Gyarmati-Szabo, Janos
    Published 2011
    “.... In the last couple of decades Extreme Value Theory (EVT) has been widely used with great success to overcome...”
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  16. 536
    A New Approach to Estimating Portfolio Value-at-Risk: The Applications of Component VaR and Extreme Value
    by Yung-Yi Wang, 王韻怡
    Published 2004
    “... to estimate their left-tail indices through the application of extreme value theory (EVT). The tail index...”
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  17. 537
    Safety-First Portfolio Optimization：Using Particle Swarm Optimization Method
    by Wen-Di Li, 李玟蒂
    Published 2010
    “... this paper applied the Extreme Value Theory (EVT) to calculate the Value-at-Risk (VaR), it does not rely...”
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  18. 538
    最適尾端參數估計之探討：台灣股票報酬風險值之應用
    by WEI, HUI-O, 魏輝娥
    Published 2003
    “... based on extreme value theory (EVT) have been studied considerably in theorectical and empirical...”
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  19. 539
    The Study of VaR and The Evaluation of Performance for Investment-Oriented Insurance Products
    by Wang Ching-Yuan, 王靖媛
    Published 2008
    “... at Risk) models and POT (Peak over Threshold) model belonging to EVT (Extreme Value Theory) to evaluate...”
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  20. 540
    Expected Shortfall Estimation: An Application on Stock Market
    by Yi-Chun Cheng, 鄭伊君
    Published 2008
    “..., and it can use in estimating the risk of stock price index. Extreme value theory can be a good model in 1-day...”
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