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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
1,502
Downloads
2,700
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
251
Downloads
1,204
Views
Citations
Discussion on IAEA and China Safety Regulation for NPP Coastal Defense Infrastructures against Typhoon/Hurricane Attacks
(Articles)
Guilin Liu
,
Huajun Li
,
Defu Liu
,
Fengqing Wang
,
Tao Zou
World Journal of Nuclear Science and Technology
Vol.2 No.3
,July 23, 2012
DOI:
10.4236/wjnst.2012.23017
4,617
Downloads
8,764
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
4,300
Downloads
6,885
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
1,068
Downloads
3,269
Views
Citations
This article belongs to the Special Issue on
Stock Valuation
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
203
Downloads
708
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
80
Downloads
317
Views
Citations
Spatio-Temporal Variations of Precipitation Extremes in the Yangtze River Basin (1960-2002), China
(Articles)
Qiang Zhang
,
Xiaohong Chen
,
Becker Stefan
Atmospheric and Climate Sciences
Vol.1 No.1
,January 28, 2011
DOI:
10.4236/acs.2011.11001
6,547
Downloads
13,878
Views
Citations
A Perspective of the Diurnal Aspect of Thermal Comfort in Nigeria
(Articles)
Oyenike Mary Eludoyin
Atmospheric and Climate Sciences
Vol.4 No.4
,October 23, 2014
DOI:
10.4236/acs.2014.44063
5,057
Downloads
6,369
Views
Citations
Assessment of the Adaptation Strategies of Farmers at the Mt. Isarog Watershed Area to the Impacts of Extreme Weather Conditions
(Articles)
Agnes R. Pesimo
,
Erlinda M. Basilla
,
Rosemarie A. Tabardillo
,
Joselito Tabardillo
Open Access Library Journal
Vol.6 No.7
,July 25, 2019
DOI:
10.4236/oalib.1105201
485
Downloads
2,836
Views
Citations
Analysis of Extreme Precipitation Weather Process in Henan during July 17-22, 2021
(Articles)
Zhaojin Wang
Journal of Geoscience and Environment Protection
Vol.11 No.4
,April 28, 2023
DOI:
10.4236/gep.2023.114007
91
Downloads
382
Views
Citations
An Extreme Value Analysis of Wind Speed over the European and Siberian Parts of Arctic Region
(Articles)
Alexander Kislov
,
Tatyana Matveeva
Atmospheric and Climate Sciences
Vol.6 No.2
,April 8, 2016
DOI:
10.4236/acs.2016.62018
2,712
Downloads
3,978
Views
Citations
Trends in Indices of Extreme Temperature and Precipitation in Iran over the Period 1960-2014
(Articles)
Mohammad Rahimi
,
Nooshin Mohammadian
,
Ameneh Rezei Vanashi
,
Kirien Whan
Open Journal of Ecology
Vol.8 No.7
,July 30, 2018
DOI:
10.4236/oje.2018.87024
1,385
Downloads
2,862
Views
Citations
Trends of Temperature Extreme Indices over Arusha and Kilimanjaro Regions in Tanzania
(Articles)
Ladislaus Benedict Chang’a
,
Lovina Peter Japheth
,
Agnes Lawrence Kijazi
,
Elisia Hamisi Zobanya
,
Leila Francis Muhoma
,
Meshack Anton Mliwa
,
Jafari Swalehe Chobo
Atmospheric and Climate Sciences
Vol.11 No.3
,July 1, 2021
DOI:
10.4236/acs.2021.113031
341
Downloads
2,206
Views
Citations
Observed Changes in Long-Term Climatic Conditions and Inner-Regional Differences in Urban Regions of the Baltic Sea Coast
(Articles)
Michael Richter
,
Sonja Deppisch
,
Hans Von Storch
Atmospheric and Climate Sciences
Vol.3 No.2
,April 30, 2013
DOI:
10.4236/acs.2013.32018
5,573
Downloads
9,270
Views
Citations
Extreme Events Assessment Methodology Coupling Debris Flow, Flooding and Tidal Levels in the Coastal Floodplain of the São Paulo North Coast (Brazil)
(Articles)
Rafael de Oliveira Sakai
,
Diego Lourenço Cartacho
,
Emilia Arasaki
,
Paolo Alfredini
,
Alessandro Pezzoli
,
Wilson Cabral de Sousa Júnior
,
Maurizio Rosso
,
Luca Magni
International Journal of Geosciences
Vol.4 No.5B
,October 11, 2013
DOI:
10.4236/ijg.2013.45B006
3,584
Downloads
5,081
Views
Citations
Trends of Extreme Temperature and Rainfall Indices for Arid and Semi-Arid Lands of South Eastern Kenya
(Articles)
Samwel N. Marigi
,
Andrew K. Njogu
,
William N. Githungo
Journal of Geoscience and Environment Protection
Vol.4 No.12
,December 29, 2016
DOI:
10.4236/gep.2016.412012
2,152
Downloads
3,991
Views
Citations
Assessment of the Evolution and Socio-Economic Impacts of Extreme Rainfall Events in October 2019 over the East Africa
(Articles)
Ladislaus Benedict Chang’a
,
Agnes Lawrence Kijazi
,
Kantamla Biseke Mafuru
,
Alfred Lawrence Kondowe
,
Sarah Emirald Osima
,
Habiba Ismail Mtongori
,
Hashim Karim Ng’ongolo
,
Omari Hamisi Juma
,
Edward Michael
Atmospheric and Climate Sciences
Vol.10 No.3
,June 1, 2020
DOI:
10.4236/acs.2020.103018
832
Downloads
2,493
Views
Citations
This article belongs to the Special Issue on
Atmospheric Physics
Impact of Extreme Precipitation Intensity on Tea Production in the North-East of Bangladesh
(Articles)
Murad Ahmed Farukh
,
Md. Atiqur Rahman
,
Sraboni Sarker
,
Md. Azharul Islam
American Journal of Climate Change
Vol.9 No.4
,December 22, 2020
DOI:
10.4236/ajcc.2020.94028
493
Downloads
1,644
Views
Citations
Typhoon/Hurricane/Tropical Cyclone Disasters: Prediction, Prevention and Mitigation
(Articles)
Defu Liu
,
Fengqing Wang
Journal of Geoscience and Environment Protection
Vol.7 No.5
,May 17, 2019
DOI:
10.4236/gep.2019.75003
1,764
Downloads
2,792
Views
Citations
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