المؤلفون: Debbie J. Dupuis, Luca Trapin

المصدر: The Annals of Applied Statistics. 17

مصطلحات موضوعية: Statistics and Probability, Modeling and Simulation, Statistics, Probability and Uncertainty

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d8af9ced41fed060cc75bbb8e49bc6a9
https://doi.org/10.1214/22-aoas1675

المؤلفون: Debbie J Dupuis, Luca Trapin

المصدر: Environmental Research Letters, Vol 15, Iss 10, p 104076 (2020)

مصطلحات موضوعية: urbanization, extreme temperature, clustering, Environmental technology. Sanitary engineering, TD1-1066, Environmental sciences, GE1-350, Science, Physics, QC1-999

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1748-9326

URL الوصول: https://doaj.org/article/bd35bb7dad9049c1bbc4958e45618133

المؤلفون: Linda Mhalla, Valérie Chavez‐Demoulin, Debbie J. Dupuis

المصدر: Royal Statistical Society, Journal of the Royal Statistical Society Series C. 69(4):741-764

الإتاحة: https://ideas.repec.org/a/bla/jorssc/v69y2020i4p741-764.html

المؤلفون: Debbie J. Dupuis, Luca Trapin, Marco Bee

المساهمون: Bee, Marco, Dupuis, Debbie J, Trapin, Luca

المصدر: Journal of Financial Econometrics. 17:254-283

مصطلحات موضوعية: Economics and Econometrics, tailrisk, Settore SECS-S/03 - STATISTICA ECONOMICA, Realized variance, forecasting, Conditional risk measures, forecasting, peaks-over-threshold, realized volatility, tailrisk, realized volatility, Settore SECS-P/05 - ECONOMETRIA, Conditional risk measures, Forecasting, Peaks-over-threshold, Realized volatility, Tail risk, Statistical physics, Extreme value theory, peaks-over-threshold, Conditional risk measure, Finance, Mathematics

وصف الملف: STAMPA

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1d0998f32b0e8efef646677efd616d1
https://doi.org/10.1093/jjfinec/nbz003

المؤلفون: Marco Bee, Debbie J. Dupuis, Luca Trapin

المصدر: John Wiley & Sons, Ltd., Journal of Applied Econometrics. 33(3):398-415

الإتاحة: https://ideas.repec.org/a/wly/japmet/v33y2018i3p398-415.html

المؤلفون: Valérie Chavez-Demoulin, Debbie J. Dupuis, Linda Mhalla

مصطلحات موضوعية: Statistics and Probability, FOS: Computer and information sciences, Multivariate statistics, geography, geography.geographical_feature_category, Event (relativity), 0208 environmental biotechnology, Drainage basin, 02 engineering and technology, Structural basin, 01 natural sciences, Causality, Statistics - Applications, 020801 environmental engineering, 010104 statistics & probability, 13. Climate action, Causal inference, Tributary, Applications (stat.AP), Physical geography, 0101 mathematics, Statistics, Probability and Uncertainty, Extreme value theory

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e794410490c3e4c9b31e83cecc743064
http://arxiv.org/abs/1907.03555

المؤلفون: Luca Trapin, Debbie J. Dupuis

المساهمون: Dupuis, Debbie J, Trapin, Luca

المصدر: Ann. Appl. Stat. 13, no. 1 (2019), 34-59

مصطلحات موضوعية: Statistics and Probability, Ozone, Series (mathematics), Ground Level Ozone, Estimator, Extremal dependence, Trawl process, Atmospheric sciences, chemistry.chemical_compound, chemistry, Hierarchical models, Modeling and Simulation, Change point, Threshold exceedances, Settore SECS-P/05 - ECONOMETRIA, Environmental science, Respiratory function, Statistics, Probability and Uncertainty, Extreme value theory, Hierarchical model, Serial dependence, Threshold exceedance

وصف الملف: STAMPA; application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0aaa2f75970067866e40eba097facd84
http://hdl.handle.net/10807/139459

المؤلفون: Marco Bee, Debbie J. Dupuis, Luca Trapin

المساهمون: Bee, Marco, Dupuis, Debbie J, Trapin, Luca

المصدر: Journal of Empirical Finance. 36:86-99

مصطلحات موضوعية: Economics and Econometrics, Realized variance, Studentized residual, 01 natural sciences, Realized volatility, High-frequency data, Extreme Value Theory, Value-at-Risk, Expected Shortfall, Expected Shortfall, Extreme Value Theory, High-frequency data, Realized volatility, Value-at-Risk, Finance, 010104 statistics & probability, 0502 economics and business, Statistics, Econometrics, Economics, 050207 economics, 0101 mathematics, Extreme value theory, Estimation, 05 social sciences, Filter (signal processing), Expected shortfall, Settore SECS-P/05 - ECONOMETRIA, Tail risk, Value at risk

وصف الملف: STAMPA

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9b1482a234affe4ba262ccac5c097567
https://doi.org/10.1016/j.jempfin.2016.01.006

المؤلفون: Marco Bee, Debbie J. Dupuis, Luca Trapin

المصدر: Taylor & Francis Journals, Quantitative Finance. 16(9):1453-1464

الإتاحة: https://ideas.repec.org/a/taf/quantf/v16y2016i9p1453-1464.html

المؤلفون: Debbie J. Dupuis, Pierre-Olivier Pineau, Tolga Cenesizoglu

المصدر: Energy. 82:128-137

مصطلحات موضوعية: Operations research, 020209 energy, Climate change, 02 engineering and technology, 010501 environmental sciences, 7. Clean energy, 01 natural sciences, Industrial and Manufacturing Engineering, Supply and demand, Electric power system, Natural gas, 0202 electrical engineering, electronic engineering, information engineering, Economics, Revenue, Electrical and Electronic Engineering, 0105 earth and related environmental sciences, Civil and Structural Engineering, Natural gas prices, business.industry, Mechanical Engineering, Building and Construction, Environmental economics, Pollution, General Energy, Transmission (telecommunications), 13. Climate action, Value (economics), business

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::17fb13e5f09a73bfd8cd32fa4928ad03
https://doi.org/10.1016/j.energy.2014.12.078