Universität zu Köln

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

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Abstract

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Item Type:	Thesis (PhD thesis)
Creators:	Creators Email ORCID ORCID Put Code Korniichuk, Volodymyr korniichuk@wiso.uni-koeln.de UNSPECIFIED UNSPECIFIED
URN:	urn:nbn:de:hbz:38-56369
Date:	21 January 2014
Language:	English
Faculty:	Faculty of Management, Economy and Social Sciences
Divisions:	Faculty of Management, Economics and Social Sciences > Economics > Econometrics and Statistics > Professorship for Economic and Social Statistics
Subjects:	Economics Mathematics
Uncontrolled Keywords:	Keywords Language Extreme Value Theory English Peaks Over Threshold English Tail Index English
Date of oral exam:	21 January 2014
Referee:	Name Academic Title Manner, Hans Dr.
Refereed:	Yes
URI:	http://kups.ub.uni-koeln.de/id/eprint/5636