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Extreme Events in Finance
Latest Publications
TOTAL DOCUMENTS
30
(FIVE YEARS 0)
H-INDEX
3
(FIVE YEARS 0)
Published By John Wiley & Sons, Inc.
9781118650318, 9781118650196
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
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Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Bounded Rationalities, Routines, and Practical as well as Theoretical Blindness: On the Discrepancy Between Markets and Corporations
Extreme Events in Finance
◽
10.1002/9781118650318.ch26
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2016
◽
pp. 571-581
Author(s):
Laurent Bibard
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Extreme Values Statistics for Markov Chains with Applications to Finance and Insurance
Extreme Events in Finance
◽
10.1002/9781118650318.ch7
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2016
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pp. 139-170
Author(s):
Patrice Bertail
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Stéphan Clémençon
◽
Charles Tillier
Keyword(s):
Markov Chains
◽
Extreme Values
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Extreme Value Theory and Risk Management in Electricity Markets
Extreme Events in Finance
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10.1002/9781118650318.ch15
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2016
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pp. 405-425
Author(s):
Kam Fong Chan
◽
Philip Gray
Keyword(s):
Risk Management
◽
Electricity Markets
◽
Extreme Value Theory
◽
Value Theory
◽
Extreme Value
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The Extreme Value Problem in Finance: Comparing the Pragmatic Program with the Mandelbrot Program
Extreme Events in Finance
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10.1002/9781118650318.ch3
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2016
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pp. 25-51
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Cited By ~ 1
Author(s):
Christian Walter
Keyword(s):
Extreme Value
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Credo Ut Intelligam*
Extreme Events in Finance
◽
10.1002/9781118650318.ch25
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2016
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pp. 563-569
Author(s):
Henri Bourguinat
◽
Eric Briys
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Estimation Methods for Value at Risk
Extreme Events in Finance
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10.1002/9781118650318.ch12
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2016
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pp. 283-356
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Cited By ~ 7
Author(s):
Saralees Nadarajah
◽
Stephen Chan
Keyword(s):
At Risk
◽
Value At Risk
◽
Estimation Methods
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Name Index
Extreme Events in Finance
◽
10.1002/9781118650318.indauth
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2016
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pp. 583-592
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The Robotization of Financial Activities: A Cybernetic Perspective
Extreme Events in Finance
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10.1002/9781118650318.ch22
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2016
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pp. 529-543
Author(s):
Hubert Rodarie
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Lévy Processes and Extreme Value Theory
Extreme Events in Finance
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10.1002/9781118650318.ch8
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2016
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pp. 171-193
Author(s):
Olivier Le Courtois
◽
Christian Walter
Keyword(s):
Extreme Value Theory
◽
Lévy Processes
◽
Levy Processes
◽
Value Theory
◽
Extreme Value
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On the Estimation of the Distribution of Aggregated Heavy-Tailed Risks: Application to Risk Measures
Extreme Events in Finance
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10.1002/9781118650318.ch11
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2016
◽
pp. 239-282
Author(s):
Marie Kratz
Keyword(s):
Risk Measures
◽
Heavy Tailed
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