Bias-Corrected Extreme Value Estimator - Articles - Scientific Research Publishing

Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.9，June 13, 2018

DOI: 10.4236/tel.2018.89102 865 Downloads 1,860 Views Citations
This article belongs to the Special Issue on Financial Modeling
Distributed Trimmed Hill Estimator (Articles)

Tao Guo

Journal of Applied Mathematics and Physics Vol.11 No.12，December 27, 2023

DOI: 10.4236/jamp.2023.1112256 107 Downloads 434 Views Citations
Estimation for Nonnegative First-Order Autoregressive Processes with an Unknown Location Parameter (Articles)

Andrew Bartlett, William McCormick

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A294 3,957 Downloads 6,460 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Comparison of Different Confidence Intervals of Intensities for an Open Queueing Network with Feedback (Articles)

Vinayak Kawaduji Gedam, Suresh Bajirao Pathare

American Journal of Operations Research Vol.3 No.2，March 29, 2013

DOI: 10.4236/ajor.2013.32028 3,504 Downloads 6,224 Views Citations
Analyzing the Annual Maximum Magnitude of Earthquakes in Japan by Extreme Value Theory (Articles)

Fumio Maruyama

Open Journal of Applied Sciences Vol.10 No.12，December 23, 2020

DOI: 10.4236/ojapps.2020.1012057 533 Downloads 1,789 Views Citations
Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.3，August 31, 2012

DOI: 10.4236/jmf.2012.23025 7,526 Downloads 11,752 Views Citations
Using Extreme Value Theory Approaches to Estimate High Quantiles for Stroke Data (Articles)

Justin Ushize Rutikanga, Aliou Diop, Charline Uwilingiyimana

Open Journal of Statistics Vol.14 No.1，February 29, 2024

DOI: 10.4236/ojs.2024.141007 168 Downloads 503 Views Citations
Extreme Rainfall Event Analysis Using Rain Gauges in a Variety of Geographical Situations (Articles)

Silvano Bertoldo, Claudio Lucianaz, Marco Allegretti

Atmospheric and Climate Sciences Vol.5 No.2，April 3, 2015

DOI: 10.4236/acs.2015.52006 3,113 Downloads 4,769 Views Citations
An Analysis of the Maximum Lifespan in the World and Japan (Articles)

Fumio Maruyama

Journal of Biosciences and Medicines Vol.10 No.4，April 22, 2022

DOI: 10.4236/jbm.2022.104021 208 Downloads 832 Views Citations
Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management (Articles)

Travis R. A. Sapp

Journal of Mathematical Finance Vol.6 No.4，November 9, 2016

DOI: 10.4236/jmf.2016.64046 1,597 Downloads 3,071 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies (Articles)

Cyprian Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.11 No.3，August 5, 2021

DOI: 10.4236/jmf.2021.113025 364 Downloads 1,678 Views Citations
On the Relationship between Estimate and Its t Value (Articles)

Yuji Matsuoka, Shigeyuki Hamori

Theoretical Economics Letters Vol.5 No.1，January 13, 2015

DOI: 10.4236/tel.2015.51001 3,187 Downloads 3,947 Views Citations
Functional Kernel Estimation of the Conditional Extreme Quantile under Random Right Censoring (Articles)

Justin Ushize Rutikanga, Aliou Diop

Open Journal of Statistics Vol.11 No.1，February 7, 2021

DOI: 10.4236/ojs.2021.111009 501 Downloads 1,387 Views Citations
This article belongs to the Special Issue on Mathematical Statistics and Data Analysis
Modeling Bank of Kigali Stock Risks in Rwanda Stock Exchange Using Extreme Value Distribution (Articles)

Katu Daniel Edem, Marcel Ndengo

Journal of Financial Risk Management Vol.10 No.3，August 3, 2021

DOI: 10.4236/jfrm.2021.103013 298 Downloads 1,308 Views Citations
Catastrophe Risk Derivatives: A New Approach (Articles)

Mehdi Bekralas Abdessalem, Masamitsu Ohnishi

Journal of Mathematical Finance Vol.4 No.1，January 21, 2014

DOI: 10.4236/jmf.2014.41003 4,442 Downloads 7,262 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Measuring Black Swans in Financial Markets (Articles)

J. T. Manhire

Journal of Mathematical Finance Vol.8 No.1，February 28, 2018

DOI: 10.4236/jmf.2018.81016 1,175 Downloads 3,695 Views Citations
This article belongs to the Special Issue on Stock Valuation
Analysis of Japan and World Records in the 100 m Dash Using Extreme Value Theory (Articles)

Fumio Maruyama

Journal of Applied Mathematics and Physics Vol.9 No.7，July 8, 2021

DOI: 10.4236/jamp.2021.97097 310 Downloads 1,120 Views Citations
Bull and Bear Dynamics of the Nigeria Stock Returns Transitory via Mingled Autoregressive Random Processes (Articles)

Rasaki Olawale Olanrewaju, Anthony Gichuhi Waititu, Lukman Abiodun Nafiu

Open Journal of Statistics Vol.11 No.5，October 19, 2021

DOI: 10.4236/ojs.2021.115051 288 Downloads 961 Views Citations
Analyzing of the ENSO Index Using Extreme Value Theory (Articles)

Fumio Maruyama

Journal of Geoscience and Environment Protection Vol.11 No.6，June 28, 2023

DOI: 10.4236/gep.2023.116007 137 Downloads 601 Views Citations
Bivariate Analysis of Pollutants Monthly Maxima in Mexico City Using Extreme Value Distributions and Copula (Articles)

Juan A. Vazquez-Morales, Eliane R. Rodrigues, Hortensia J. Reyes-Cervantes

Journal of Environmental Protection Vol.15 No.7，July 23, 2024

DOI: 10.4236/jep.2024.157046 103 Downloads 1,103 Views Citations

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