A comparative study of alternative extreme-value volatility estimators

Journal of Futures Markets ◽

10.1002/fut.20169 ◽

2005 ◽

Vol 25 (9) ◽

pp. 873-892 ◽

Author(s):

Turan G. Bali ◽

David Weinbaum

Keyword(s):

Comparative Study ◽

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Estimating the Value-at-Risk: A Comparative Study of the Extreme Value Theory and Transformed Kernel Density Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2009130 ◽

2012 ◽

Author(s):

Yi Ling Michelle-Joy Low

Keyword(s):

At Risk ◽

Comparative Study ◽

Extreme Value Theory ◽

Value At Risk ◽

Kernel Density ◽

Value Theory ◽

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A COMPARATIVE STUDY ON PEAK FLOOD DISCHARGE ESTIMATES BY EXTREME VALUE FAMILY OF PROBABILITY DISTRIBUTIONS

i-manager’s Journal on Future Engineering and Technology ◽

10.26634/jfet.16.1.17521 ◽

2020 ◽

Vol 16 (1) ◽

pp. 1

Author(s):

N. VIVEKANANDAN ◽

Keyword(s):

Comparative Study ◽

Probability Distributions ◽

Extreme Value ◽

Flood Discharge ◽

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Collision prediction in roundabouts: a comparative study of extreme value theory approaches

Transportmetrica A Transport Science ◽

10.1080/23249935.2018.1515271 ◽

2018 ◽

Vol 15 (2) ◽

pp. 556-572 ◽

Author(s):

Federico Orsini ◽

Gregorio Gecchele ◽

Massimiliano Gastaldi ◽

Riccardo Rossi

Keyword(s):

Comparative Study ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Collision Prediction

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Modeling extreme rainfall A comparative study of spatial extreme value models

Spatial Statistics ◽

10.1016/j.spasta.2017.06.009 ◽

2017 ◽

Vol 21 ◽

pp. 187-208 ◽

Author(s):

Quentin Sebille ◽

Anne-Laure Fougères ◽

Cécile Mercadier

Keyword(s):

Comparative Study ◽

Extreme Rainfall ◽

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Freeway safety estimation using extreme value theory approaches: A comparative study

Accident Analysis & Prevention ◽

10.1016/j.aap.2013.09.006 ◽

2014 ◽

Vol 62 ◽

pp. 32-41 ◽

Author(s):

Lai Zheng ◽

Karim Ismail ◽

Xianghai Meng

Keyword(s):

Comparative Study ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Safety Estimation

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Comparative Study of Blu and ML Estimators of Location and Scale Parameters of an Extreme Value Distribution for Small Samples and Type I Censorship

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918908812779 ◽

1989 ◽

Vol 18 (2) ◽

pp. 601-611 ◽

Author(s):

Mohamed M. Bugaighis

Keyword(s):

Comparative Study ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Small Samples ◽

Type I ◽

Scale Parameters

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The Comparative Study of NHPP Delayed S-Shaped and Extreme Value Distribution Software Reliability Model using the Perspective of Learning Effects

International Journal of Advancements in Computing Technology ◽

10.4156/ijact.vol5.issue9.143 ◽

2013 ◽

Vol 5 (9) ◽

pp. 1210-1218 ◽

Author(s):

HeeCheul KIM

Keyword(s):

Comparative Study ◽

Software Reliability ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Reliability Model ◽

Learning Effects ◽

Software Reliability Model ◽

The Comparative Study

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Comparative Study on Parameter Estimation Methods of Generalized Extreme Value Distribution

Journal of Water Resources Research ◽

10.12677/jwrr.2016.53033 ◽

2016 ◽

Vol 05 (03) ◽

pp. 262-270

Author(s):

玲肖

Keyword(s):

Parameter Estimation ◽

Comparative Study ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Estimation Methods ◽

Generalized Extreme Value ◽

Parameter Estimation Methods

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Goodness-of-fit tests for the Weibull and extreme value distributions: A review and comparative study

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2019.1594292 ◽

2019 ◽

pp. 1-24 ◽

Author(s):

Meryam Krit ◽

Olivier Gaudoin ◽

Emmanuel Remy

Keyword(s):

Comparative Study ◽

Goodness Of Fit ◽

Extreme Value ◽

Extreme Value Distributions ◽

Goodness Of Fit Tests

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A comparative study of the extreme value theory model in investments

Poslovna ekonomija ◽

10.5937/poseko1401009d ◽

2014 ◽

Vol 8 (1) ◽

pp. 9-22

Author(s):

Vladimir Djakovic ◽

Goran Andjelic

Keyword(s):

Comparative Study ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

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