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1
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 -
2دورية أكاديمية
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
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3دورية أكاديمية
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
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4
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 -
5دورية أكاديمية
المؤلفون: Marco Bee, Debbie J. Dupuis, Luca Trapin
المصدر: John Wiley & Sons, Ltd., Journal of Applied Econometrics. 33(3):398-415
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6
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 -
7
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 -
8
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 -
9دورية أكاديمية
المؤلفون: Marco Bee, Debbie J. Dupuis, Luca Trapin
المصدر: Taylor & Francis Journals, Quantitative Finance. 16(9):1453-1464
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10
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