Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Abdurrahman Ulugülyaǧci
High Volatility, Thick Tails and Extreme Value Theory in Value-At-Risk Estimation
Insurance: Mathematics and Economics
Uncertainty
Economics
Statistics
Econometrics
Probability
Related publications
Value at Risk Estimation Using Extreme Value Theory
Estimating Value-At-Risk in Electricity Market Based on Grey Extreme Value Theory
Open Cybernetics and Systemics Journal
Control
Systems Engineering
Mathematics
Approximations in Extreme Value Theory.
Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice
SSRN Electronic Journal
Extreme Value Theory in Medical Sciences: Modeling Total High Cholesterol Levels
Journal of Statistical Theory and Practice
Statistics
Probability
The Role of Distribution and Volatility Specification in Value at Risk Estimation: Evidence From the Johannesburg Stock Exchange
Journal of Economic and Financial Sciences
Risk Correlation Based on Time-Varying Copula Function and Extreme Value Theory
Theoretical Economics Letters
An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements
Journal of Risk Finance
Accounting
Finance
Extreme Value Theory for Modeling and Prediction of High PM10 Concentration in Johor
