Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Xinlong Ji
Risk Correlation Based on Time-Varying Copula Function and Extreme Value Theory
Theoretical Economics Letters
Related publications
Estimating Value-At-Risk in Electricity Market Based on Grey Extreme Value Theory
Open Cybernetics and Systemics Journal
Control
Systems Engineering
Mathematics
Value at Risk Estimation Using Extreme Value Theory
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
Journal of Business and Economic Statistics
Economics
Probability
Uncertainty
Social Sciences
Statistics
Econometrics
High Volatility, Thick Tails and Extreme Value Theory in Value-At-Risk Estimation
Insurance: Mathematics and Economics
Uncertainty
Economics
Statistics
Econometrics
Probability
Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice
SSRN Electronic Journal
Studying the Correlation of Stocks via Copula Function
Journal of Theoretical and Applied Economics
Approximations in Extreme Value Theory.
An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements
Journal of Risk Finance
Accounting
Finance
Semianalytical Estimation of the Four-Wave Mixing Noise Based on Extreme Value Theory
Optics Express
Optics
Atomic
Molecular Physics,