Keywords: نظریه ارزش فوق العاده; Extreme value theory; Functional central limit theorem; Stationary bootstrap; Goodness-of-fit test; Spectral analysis;
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Keywords: نظریه ارزش فوق العاده; Extreme Value Theory; Peak over threshold method; Conditional EVT; Value-at-Risk; G15; G17;
Keywords: نظریه ارزش فوق العاده; Atomic force microscopy; Extreme value theory; Kinetics; Reaction rates; Weathering;
Keywords: نظریه ارزش فوق العاده; Extreme value theory; Unsupervised; Unbalanced data; Accelerometers; Hypermotor seizures; Epileptic;
Keywords: نظریه ارزش فوق العاده; White matter lesions; Gaussian mixture model; Extreme value theory; Outlier detection;
Keywords: نظریه ارزش فوق العاده; Generalized extreme value distribution; Observational noise; Extreme value theory; Maps; Fractal dimension
Keywords: نظریه ارزش فوق العاده; Binomial regression; Extreme value theory; Imbalanced data; Poisson point process; q-Exponential family
Keywords: نظریه ارزش فوق العاده; Extreme value theory; Block maxima; Peak over threshold; Freeway safety;
Keywords: نظریه ارزش فوق العاده; F31; F41; C14; Currency crisis; Extreme value theory; Exchange market pressure index; Return level; Generalized pareto distribution; China;
Keywords: نظریه ارزش فوق العاده; C13; C14; G10; G12; Market risk; Options; Risk-neutral distributions; Jumps; Time-varying jump tails; Extreme value theory;
Keywords: نظریه ارزش فوق العاده; Probabilistic methodology; Safety assessment; Monte Carlo simulation; Extreme value theory; Short span railway bridge; High-speed traffic
Keywords: نظریه ارزش فوق العاده; Extreme value theory; Autoregressive conditional duration; ACD-POT; Hawkes-POT; Forecasting risk measures
Keywords: نظریه ارزش فوق العاده; High frequency intra-day data; Filtered historical simulation; Extreme value theory; Value-at-Risk forecasting; Financial crisis;
Keywords: نظریه ارزش فوق العاده; FIGARCH; Copulas; Extreme value theory; Value-at-Risk; Energy portfolio; Oil and gas futures prices;
Keywords: نظریه ارزش فوق العاده; C58; G01; G11; Financial crisis; Portfolio Value-at-Risk; Dynamic conditional correlations; Elliptical copulas; Extreme value theory;
Keywords: نظریه ارزش فوق العاده; C32; C51; C58; G15; Time series; Peaks-over-threshold; Hawkes processes; Extreme value theory;
Keywords: نظریه ارزش فوق العاده; Value-at-Risk; Skewed generalized t distribution; Extreme value theory; Tail-index; VaR-x method; C14; C53; F37;
Keywords: نظریه ارزش فوق العاده; G1; C16; Risk analysis; Extreme Value Theory; Value-at-Risk; Expected Shortfall; Fat tails;
Keywords: نظریه ارزش فوق العاده; 60G50; 60G70; 60F10; 60F05; Extreme value theory; Increments of random walks; ErdÅs-Rényi law; Large deviations; Moderate deviations; Multiscale scan statistic; Cramér series; Gumbel distribution; Double sum method; Subgaussian distributions; Change-
Keywords: نظریه ارزش فوق العاده; Extreme value theory; Gaussian unitary ensemble; Largest eigenvalue; Random matrices; Tracy-Widom distribution;
Keywords: نظریه ارزش فوق العاده; G11; G12; C14; C15; C61; Funds of hedge funds; Portfolio optimization; Copula; Extreme value theory; Monte Carlo simulation;
Keywords: نظریه ارزش فوق العاده; C22; G15; G32; Q47; Extreme value theory; Energy market risk; Energy forecasting; Value at Risk; Marked self-exciting point process;
Keywords: نظریه ارزش فوق العاده; G21; G22; G28; C49; Financial conglomerates; Diversification; Extreme value theory;
Keywords: نظریه ارزش فوق العاده; Extreme value theory; GMM estimator; Value-at-Risk; Multivariate maxima of moving maxima model;
Keywords: نظریه ارزش فوق العاده; C22; C58; F30; Extreme value theory; Autoregressive conditional duration; Value at risk; Self-exciting point process; Conditional intensity;
Keywords: نظریه ارزش فوق العاده; Extreme value theory; Index-linked hedging instruments; Copulas; C22; C51; G11; G32;
Keywords: نظریه ارزش فوق العاده; C46; C51; G01; G21; G28; Early warning; Dependence; Correlation; Co-movement; Systemic risk; Extreme value theory; Generalized extreme value; Entropy; Financial contagion; Macroprudential surveillance;
Keywords: نظریه ارزش فوق العاده; Portfolio selection; Extreme value theory; Tail dependence; C58; G11;
Keywords: نظریه ارزش فوق العاده; C32; G15; Q40Crude oil market; Volatility; Quantile regression; Extreme value theory
Keywords: نظریه ارزش فوق العاده; C4; C5; G1Realized volatility; High-frequency data; Extreme Value Theory; Value-at-Risk; Expected Shortfall
Keywords: نظریه ارزش فوق العاده; Extreme value theory; High conditional quantiles; Hill estimator; Pickands estimator; Quantile regression; Tail index
Keywords: نظریه ارزش فوق العاده; primary, 60F10, 60G55, 60G52; secondary, 60G60, 60G70, 37A40Large deviations; Point processes; Stable processes; Random fields; Extreme value theory; Nonsingular group actions
Keywords: نظریه ارزش فوق العاده; Backtesting; Extreme value theory; GARCH; Quantile; Risk
Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets
Keywords: نظریه ارزش فوق العاده; Idiosyncratic tail risk; Extreme value theory; Idiosyncratic volatility; Return predictability; G12;
Determining the distribution of fitness effects using a generalized Beta-Burr distribution
Keywords: نظریه ارزش فوق العاده; Generalized Beta-Burr distribution; Distribution of fitness effects; Extreme value theory; Adaptive mutation distribution; Likelihood ratio testing;
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Keywords: نظریه ارزش فوق العاده; GARCH models; Extreme value theory; Copula models; Conditional value-at-risk; Portfolio optimization;
Measuring Value-at-Risk and Expected Shortfall of crude oil portfolio using extreme value theory and vine copula
Keywords: نظریه ارزش فوق العاده; Crude oil markets; Extreme value theory; Mixed R-vine copula; Value-at-Risk; Expected shortfall; Monte Carlo simulation;
Forecasting the value-at-risk of Chinese stock market using the HARQ model and extreme value theory
Keywords: نظریه ارزش فوق العاده; Realized volatility; HARQ; Extreme value theory; VaR;
Research papersStudy on optimization of the short-term operation of cascade hydropower stations by considering output error
Keywords: نظریه ارزش فوق العاده; Cascade reservoirs; Reservoir optimal operation; Output error; Value at Risk; Genetic algorithm; Extreme value theory;
Large jumps of q-Ornstein-Uhlenbeck processes
Keywords: نظریه ارزش فوق العاده; primary; 60G17; 60G70; q-Ornstein-Uhlenbeck process; Markov process; Double-sum method; Poisson limit theorem; Mixing condition; Extreme value theory;
Do seismic intensity measures (IMs) measure up?
Keywords: نظریه ارزش فوق العاده; Copulas; Extreme value theory; Fragility; Monte Carlo simulation; Seismic intensity measure; Specific barrier model;
Analysing RMS and peak values of vibration signals for condition monitoring of wind turbine gearboxes
Keywords: نظریه ارزش فوق العاده; Condition monitoring; Gearboxes; RMS vibrations; Extreme value theory; Condition-based maintenance;
Rare events for the Manneville-Pomeau map
Keywords: نظریه ارزش فوق العاده; 37A50; 60G55; 60G70; 37B20; 60G10; 37C25; Extreme Value Theory; Intermittent maps; Recurrence;
Hazard analysis of typhoon-related external events using extreme value theory
Keywords: نظریه ارزش فوق العاده; External event; Extreme value theory; Hazard analysis; Natural event; Return level; Return period
Asymptotic multicast throughput analysis and energy efficiency in WSN under double Nakagami fading channel using Extreme value theory
Keywords: نظریه ارزش فوق العاده; Wireless sensor networks; Multicasting throughput; Double Nakagami; Extreme value theory; Energy efficiency
Value-at-Risk estimation of energy commodities: A long-memory GARCH-EVT approach
Keywords: نظریه ارزش فوق العاده; Q40; G1; C4; C5; C58; C53; Extreme value theory; Long-range-memory; Value-at-Risk; Expected shortfall oil price and energy commodities volatility;
Value at Risk of the main stock market indexes in the European Union (2000–2012)
Keywords: نظریه ارزش فوق العاده; C12; C13; C22; G01; G11; G15; G32Value-at-Risk; Extreme value theory; Heavy tails; Stock market indexes; Eurozone
On the capabilities and limitations of GCCM simulations of summertime regional air quality: A diagnostic analysis of ozone and temperature simulations in the US using CESM CAM-Chem
Keywords: نظریه ارزش فوق العاده; Surface ozone; Atmospheric chemistry; Climate-chemistry model; Climate change penalty; Extreme value theory; Mixed model statistics;
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
Keywords: نظریه ارزش فوق العاده; Bessel process; Brown-Resnick process; Extreme value theory; Functional convergence;
Max-stable processes and stationary systems of Lévy particles
Keywords: نظریه ارزش فوق العاده; Max-stable random process; Lévy process; Extreme value theory; Poisson point process; Exponential intensity; Kuznetsov measure;