EVT - Articles - Scientific Research Publishing

Design of New-generation Electric Vehicle Terminal (Articles)

Lei Li, Xin Lu, Jiasheng He, Zhe Sun, Guang Yang

Energy and Power Engineering Vol.5 No.4B，November 20, 2013

DOI: 10.4236/epe.2013.54B258 6,558 Downloads 8,375 Views Citations
Risk Correlation Based on Time-Varying Copula Function and Extreme Value Theory (Articles)

Xinlong Ji, Lu Zhou

Theoretical Economics Letters Vol.7 No.7，December 18, 2017

DOI: 10.4236/tel.2017.77151 1,092 Downloads 2,134 Views Citations
Liquidity Dynamics of Indian Stock Market in Financial Shocks: Extreme Value Theory (Articles)

Sumit Kumar Jha, Mousumi Bhattacharya, Sharad Nath Bhattacharya

Theoretical Economics Letters Vol.8 No.14，October 24, 2018

DOI: 10.4236/tel.2018.814190 1,064 Downloads 3,675 Views Citations
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 349 Downloads 1,590 Views Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2，May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,268 Downloads 2,779 Views Citations
Optimal Threshold Determination for the Maximum Product of Spacing Methodology with Ties for Extreme Events (Articles)

Peter Murage, Joseph Mung’atu, Everlyne Odero

Open Journal of Modelling and Simulation Vol.7 No.3，June 4, 2019

DOI: 10.4236/ojmsi.2019.73008 745 Downloads 1,828 Views Citations
Co-Movement, Dependence Structure and Ethical Investment Funds under GFC (Articles)

Robin Hang Luo, M. Ishaq Bhatti

Theoretical Economics Letters Vol.9 No.6，August 14, 2019

DOI: 10.4236/tel.2019.96118 684 Downloads 1,429 Views Citations
A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns (Articles)

Malay Bhattacharyya, Siddarth Madhav R

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21002 5,496 Downloads 10,990 Views Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu

Journal of Mathematical Finance Vol.7 No.4，November 2, 2017

DOI: 10.4236/jmf.2017.74045 1,790 Downloads 6,467 Views Citations
Optimal Threshold Determination for Securities Exchange Volumes Using Improved Maximum Product of Spacing Methodology (Articles)

Peter Murage, Joseph Mung’atu, Everlyne Odero

Open Journal of Statistics Vol.9 No.3，June 18, 2019

DOI: 10.4236/ojs.2019.93023 552 Downloads 1,167 Views Citations
Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory (Articles)

Cyprian Omari, Simon Mundia, Immaculate Ngina

Journal of Mathematical Finance Vol.10 No.4，October 22, 2020

DOI: 10.4236/jmf.2020.104034 1,401 Downloads 3,986 Views Citations

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