Chavez-Demoulin *, V. : rechercher sur Z-Library

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1

High-frequency financial data modeling using Hawkes processes

V. Chavez-Demoulin, J.A. McGill

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 914 KB

english, 2012

2

An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates

Chavez-Demoulin, Valérie, Embrechts, Paul, Hofert, Marius

Journal:

Journal of Risk and Insurance

Année:

2015

Langue:

english

Fichier:

PDF, 1.82 MB

english, 2015

3

Quantitative models for operational risk: Extremes, dependence and aggregation

V. Chavez-Demoulin, P. Embrechts, J. Nešlehová

Journal:

Journal of Banking & Finance

Année:

2006

Langue:

english

Fichier:

PDF, 345 KB

english, 2006

4

Estimating value-at-risk: a point process approach

Chavez-Demoulin *, V., Davison, A. C., McNeil, A. J.

Journal:

Quantitative Finance

Année:

2005

Langue:

english

Fichier:

PDF, 225 KB

english, 2005

5

-mixing time series and applications

Chavez-Demoulin, Valérie, Guillou, Armelle

Journal:

Insurance: Mathematics and Economics

Année:

2018

Langue:

english

Fichier:

PDF, 967 KB

english, 2018

6

An Application of Extreme Value Theory to Learning Analytics: Predicting Collaboration Outcome from Eye-tracking Data

Sharma, Kshitij, Chavez-Demoulin, Valerie, Dillenbourg, Pierre

Journal:

Journal of Learning Analytics

Année:

2017

Langue:

english

Fichier:

PDF, 1.61 MB

english, 2017

7

Generalized additive modelling of sample extremes

V. Chavez-Demoulin, A. C. Davison

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Année:

2005

Langue:

english

Fichier:

PDF, 341 KB

english, 2005

8

Smooth Extremal Models in Finance and Insurance

V. Chavez-Demoulin and P. Embrechts

Journal:

Journal of Risk and Insurance

Année:

2004

Langue:

english

Fichier:

PDF, 467 KB

english, 2004

9

Generalized Additive Modelling of Sample Extremes

V. Chavez-Demoulin and A. C. Davison

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Année:

2005

Langue:

english

Fichier:

PDF, 1.89 MB

english, 2005

10

Exceedance-based nonlinear regression of tail dependence

Mhalla, Linda, Opitz, Thomas, Chavez-Demoulin, Valérie

Journal:

Année:

2019

Langue:

english

Fichier:

PDF, 1.48 MB

english, 2019

11

Discussions and Rejoinder on “Threshold modelling of spatially dependent non-stationary extremes with application to hurricane-induced wave heights”

V. Chavez-Demoulin, A. C. Davison, L. Frossard

Journal:

Année:

2011

Langue:

english

Fichier:

PDF, 213 KB

english, 2011

12

Was ist Extremwerttheorie?

Valerie Chavez-Demoulin

Journal:

Année:

2004

Langue:

german

Fichier:

PDF, 82 KB

german, 2004

13

Bayesian Inference for Small-Sample Capture-Recapture Data

V. Chavez-Demoulin

Journal:

Année:

1999

Langue:

english

Fichier:

PDF, 478 KB

english, 1999

14

Smooth Extremal Models in Finance and Insurance

V. Chavez-Demoulin, P. Embrechts

Journal:

Journal of Risk and Insurance

Année:

2004

Langue:

english

Fichier:

PDF, 257 KB

english, 2004

15

Extreme-quantile tracking for financial time series

Chavez-Demoulin, V., Embrechts, P., Sardy, S.

Journal:

Journal of Econometrics

Année:

2014

Langue:

english

Fichier:

PDF, 508 KB

english, 2014

16

Bayesian Inference for Small-Sample Capture-Recapture Data

V. Chavez-Demoulin

Journal:

Année:

1999

Langue:

english

Fichier:

PDF, 860 KB

english, 1999

17

Valuing lead time

de Treville, Suzanne, Bicer, Isik, Chavez-Demoulin, Valérie, Hagspiel, Verena, Schürhoff, Norman, Tasserit, Christophe, Wager, Stefan

Journal:

Journal of Operations Management

Année:

2014

Langue:

english

Fichier:

PDF, 710 KB

english, 2014

18

Revisiting the Edge, Ten Years On

Chavez-Demoulin, Valérie, Embrechts, Paul

Journal:

Communication in Statistics- Theory and Methods

Année:

2010

Langue:

english

Fichier:

PDF, 334 KB

english, 2010

19

Generalized additive models for conditional dependence structures

Vatter, Thibault, Chavez-Demoulin, Valérie

Journal:

Journal of Multivariate Analysis

Année:

2015

Langue:

english

Fichier:

PDF, 2.94 MB

english, 2015

20

Do flow principles of operations management apply to computing centres?

Abaunza, Felipe, Chavez-Demoulin, Valérie, Hameri, Ari-Pekka, Niemi, Tapio

Journal:

Production Planning & Control

Année:

2014

Langue:

english

Fichier:

PDF, 605 KB

english, 2014

21

Non-linear models for extremal dependence

Mhalla, Linda, Chavez-Demoulin, Valérie, Naveau, Philippe

Journal:

Journal of Multivariate Analysis

Année:

2017

Langue:

english

Fichier:

PDF, 5.29 MB

english, 2017

22

Non-Parametric Estimation of Intraday Spot Volatility: Disentangling Instantaneous Trend and Seasonality

Vatter, Thibault, Wu, Hau-Tieng, Chavez-Demoulin, Valérie, Yu, Bin

Journal:

Année:

2015

Langue:

english

Fichier:

PDF, 7.21 MB

english, 2015

23

Extreme-Quantile Tracking for Financial Time Series

Chavez-Demoulin, V., Embrechts, Paul, Sardy, Sylvain

Journal:

SSRN Electronic Journal

Année:

2011

Langue:

english

Fichier:

PDF, 527 KB

english, 2011

24

Nonstationary modelling of tail dependence of two subjects’ concentration

Sharma, Kshitij, Chavez-Demoulin, Valérie, Dillenbourg, Pierre

Journal:

The Annals of Applied Statistics

Année:

2018

Langue:

english

Fichier:

PDF, 875 KB

english, 2018

25

A New Lens for Looking at MOOC Data to Predict Student Performance

Sharma, Kshitij, Chavez-Demoulin, Vallrie, Jermann, Patrick

Journal:

SSRN Electronic Journal

Année:

2017

Langue:

english

Fichier:

PDF, 4.89 MB

english, 2017

26

Exceedance-based nonlinear regression of tail dependence

Mhalla, Linda, Opitz, Thomas, Chavez-Demoulin, Valérie

Journal:

Année:

2019

Fichier:

PDF, 1.48 MB

2019

27

An Application of Extreme Value Theory to Learning Analytics: Predicting Collaboration Outcome from Eye-tracking Data

Sharma, Kshitij, Chavez-Demoulin, Valerie, Dillenbourg, Pierre

Journal:

Journal of Learning Analytics

Année:

2017

Fichier:

PDF, 1.61 MB

2017