scholarly journals Hybrid probabilistic timing analysis with Extreme Value Theory and Copulas

2022 ◽  
pp. 104419
Author(s):  
Levent Bekdemir ◽  
Cüneyt F. Bazlamaçcı
Keyword(s):  
Extreme Value Theory ◽  
Timing Analysis ◽  
Value Theory ◽  
Extreme Value ◽  
Probabilistic Timing Analysis ◽  
Probabilistic Timing

Extreme Value Theory and Archimedean Copulas

2004 ◽  
Vol 2004 (3) ◽  
pp. 211-228 ◽  
Author(s):  
Mario V. Wüthrich
Keyword(s):  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Archimedean Copulas

Extreme Value Theory and Dependence.

1985 ◽  
Author(s):  
M. R. Leadbetter
Keyword(s):  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value

Efficient filtering of financial time series and extreme value theory

2005 ◽  
Vol 7 (2) ◽  
pp. 63-84 ◽  
Author(s):  
Kaj Nyström ◽  
Jimmy Skoglund
Keyword(s):  
Time Series ◽  
Extreme Value Theory ◽  
Financial Time Series ◽  
Value Theory ◽  
Extreme Value ◽  
Financial Time
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