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   5,651 Downloads  6,837 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   768 Downloads  1,216 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   501 Downloads  1,189 Views  Citations

Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

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

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

DOI: 10.4236/jmf.2018.82029   736 Downloads  1,283 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   288 Downloads  480 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   247 Downloads  417 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   4,936 Downloads  9,993 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   754 Downloads  1,740 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   251 Downloads  412 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   185 Downloads  396 Views  Citations