Universität zu Köln

Contributions to Modeling Extreme Events on Financial and Electricity Markets

Korniichuk, Volodymyr (2014) Contributions to Modeling Extreme Events on Financial and Electricity Markets. PhD thesis, Universität zu Köln.

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    Abstract

    not applicable

    Item Type: Thesis (PhD thesis)
    Creators:
    CreatorsEmail
    Korniichuk, Volodymyrkorniichuk@wiso.uni-koeln.de
    URN: urn:nbn:de:hbz:38-56369
    Subjects: Economics
    Mathematics
    Uncontrolled Keywords:
    KeywordsLanguage
    Extreme Value TheoryEnglish
    Peaks Over ThresholdEnglish
    Tail IndexEnglish
    Faculty: Wirtschafts- u. Sozialwissenschaftliche Fakultät
    Divisions: Wirtschafts- u. Sozialwissenschaftliche Fakultät > Seminar für Wirtschafts- und Sozialstatistik
    Language: English
    Date: 21 January 2014
    Date Type: Publication
    Date of oral exam: 21 January 2014
    Full Text Status: Public
    Date Deposited: 15 Jul 2014 14:39:36
    Referee
    NameAcademic Title
    Manner, HansDr.
    URI: http://kups.ub.uni-koeln.de/id/eprint/5636

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