Search Result: 6results Search Strategy: "極值理論".ckeyword (Phrase)
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1
Control charts provide a systematic way to judge whether observations remain consistent with an e...
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This paper applies “extreme value theory” to examine if risk indices of 23 sectoral indices bas...
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Many studies point out that the financial markets have characteristics of the asymmetry of the co...
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This paper applies “extreme value theory” to investigate if risk indices of 26 industries in ...
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This thesis studied the extreme value theory on the estimation of the VaR for the financial inves...
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Financial disasters have emphasized the importance of effective risk management for financial ins...