Generalized extreme value distribution for value at risk analysis on gold price

Journal of Physics Conference Series ◽

10.1088/1742-6596/1217/1/012090 ◽

2019 ◽

Vol 1217 ◽

pp. 012090 ◽

Author(s):

N Pratiwi ◽

C Iswahyudi ◽

R I Safitri

Keyword(s):

At Risk ◽

Risk Analysis ◽

Value At Risk ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value

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Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_3 ◽

2008 ◽

pp. 47-71 ◽

Author(s):

Amadeo Alentorn ◽

Sheri Markose

Keyword(s):

At Risk ◽

Value At Risk ◽

Economic Value ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value

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Estimation of the Generalized Extreme-Value Distribution by the Method of Probability Weighted Moments.

10.21236/ada141696 ◽

1984 ◽

Author(s):

J. R. M. Hosking ◽

J. R. Wallis ◽

E. F. Wood

Keyword(s):

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value ◽

Probability Weighted Moments

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Modeling annual extreme temperature using generalized extreme value distribution: A case study in Malaysia

10.1063/1.4801267 ◽

2013 ◽

Author(s):

Husna Hasan ◽

Norfatin Salam ◽

Suraiya Kassim

Keyword(s):

Extreme Temperature ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value

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Research on Extreme Value Distribution of Cutting Force in CNC Lathe Based on Generalized Extreme Value Distribution

2019 4th International Conference on System Reliability and Safety (ICSRS) ◽

10.1109/icsrs48664.2019.8987639 ◽

2019 ◽

Author(s):

Shengxu Wang ◽

Guofa Li ◽

Haiji Yang ◽

Jialong He

Keyword(s):

Cutting Force ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value ◽

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Plotting Positions for the Generalized Extreme Value Distribution: A Critique

The Ganga River Basin: A Hydrometeorological Approach - Society of Earth Scientists Series ◽

10.1007/978-3-030-60869-9_13 ◽

2021 ◽

pp. 193-209

Author(s):

Sonali Swetapadma ◽

C. S. P. Ojha

Keyword(s):

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value

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Estimating Extreme Quantiles of the Maximum Surface Air Temperatures for the Sir Seretse Khama International Airport Using the Generalized Extreme Value Distribution

American Journal of Theoretical and Applied Statistics ◽

10.11648/j.ajtas.20160506.16 ◽

2016 ◽

Vol 5 (6) ◽

pp. 365 ◽

Author(s):

Thuto Mothupi

Keyword(s):

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value ◽

Maximum Surface ◽

International Airport ◽

Extreme Quantiles ◽

Air Temperatures

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Parameter estimation of the generalized extreme value distribution for structural health monitoring

Probabilistic Engineering Mechanics ◽

10.1016/j.probengmech.2005.11.009 ◽

2006 ◽

Vol 21 (4) ◽

pp. 366-376 ◽

Author(s):

Hyun Woo Park ◽

Hoon Sohn

Keyword(s):

Parameter Estimation ◽

Structural Health Monitoring ◽

Health Monitoring ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value ◽

Structural Health

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Design redundant Chebyshev dictionary with generalized extreme value distribution for sparse approximation and image denoising

Signal Image and Video Processing ◽

10.1007/s11760-012-0295-3 ◽

2012 ◽

Vol 8 (2) ◽

pp. 327-338 ◽

Author(s):

Hani Nozari ◽

Mohammad Reza Karami

Keyword(s):

Image Denoising ◽

Extreme Value Distribution ◽

Extreme Value ◽

Sparse Approximation ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value

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Chip Level Statistical Leakage Power Estimation Using Generalized Extreme Value Distribution

Integrated Circuit and System Design. Power and Timing Modeling, Optimization, and Simulation - Lecture Notes in Computer Science ◽

10.1007/978-3-642-24154-3_18 ◽

2011 ◽

pp. 173-179 ◽

Author(s):

Alireza Khosropour ◽

Hossein Aghababa ◽

Ali Afzali-Kusha ◽

Behjat Forouzandeh

Keyword(s):

Extreme Value Distribution ◽

Power Estimation ◽

Extreme Value ◽

Leakage Power ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value

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Analysis of ozone concentration in the Korean Peninsula using nonstationary generalized extreme value distribution

The Korean Data Analysis Society ◽

10.37727/jkdas.2020.22.4.1325 ◽

2020 ◽

Vol 22 (4) ◽

pp. 1325-1334

Author(s):

Minyeong Han ◽

Hyein Koo ◽

Kyeongjun Lee ◽

Sanghoo Yoon

Keyword(s):

Ozone Concentration ◽

Korean Peninsula ◽

Extreme Value Distribution ◽

Extreme Value ◽

Value Distribution ◽

Generalized Extreme Value Distribution ◽

Generalized Extreme Value

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