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Extreme Measures of Agricultural Financial Risk
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Extreme Measures of Agricultural Financial Risk (2011)Extreme Measures of Agricultural Financia…Spectral Risk Measures: Properties and Limitations (2008)Spectral Risk Measures: Prope…Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn (2007)Estimating the Market Effect …Extreme spectral risk measures: An application to futures clearinghouse margin requirements (2006)Extreme spectral risk measure…Measuring Market Risk (2005)Measuring Market RiskStatistics of Extremes: Theory and Applications (2004)Statistics of Extremes: Theor…Statistics of Extremes (2004)Statistics of ExtremesRisk measures for the 21st century (2004)Risk measures for the 21st ce…Applied computational economics and finance (2003)Applied computational economi…Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Spectral measures of risk: A …Using Consumption and Asset Return Data to Estimate Farmers' Time Preferences and Risk Attitudes (2000)Using Consumption and Asset R…Producer Price Risk and Quality Measurement (1999)Producer Price Risk and Quali…Coherent Measures of Risk (1999)Coherent Measures of RiskModelling Extremal Events (1997)Modelling Extremal EventsTesting the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets (1994)Testing the covariance statio…Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Residual Life Time at Great Age (1974)Residual Life Time at Great A…Extreme Values, Regular Variation and Point Processes (1987)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Top Incomes in the Long Run of History (2011)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Evaluating Value-at-Risk Models via Quantile Regression (2010)A comprehensive review of Value at Risk methodologies (2013)Metrics for evaluating the performance of machine learning based automated valuation models (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Scaling of the distribution of price fluctuations of individual companies (1999)From value at risk to stress testing: The extreme value approach (2000)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Generalized deviations in risk analysis (2005)Frameworks and Results in Distributionally Robust Optimization (2022)Statistical Modeling of Spatial Extremes (2012)Tail Risk and Asset Prices (2014)Understanding Heterogeneity in Clinical Cohorts Using Normative Models: Beyond Case-Control Studies (2016)Estimating the Tails of Loss Severity Distributions Using Extreme Value Theory (1997)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Extreme Correlation of International Equity Markets (2001)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Empirical properties of asset returns: stylized facts and statistical issues (2001)Comparing solution methods for dynamic equilibrium economies (2005)Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models (2011)Economics of tipping the climate dominoes (2016)Power Laws in Economics and Finance (2009)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 1997Modelling Extremal Events4,397 cited
  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 1974Residual Life Time at Great Age1,484 cited
  • 2004Statistics of Extremes1,204 cited
  • 2004Statistics of Extremes: Theory and Applications1,093 cited
  • 2002Spectral measures of risk: A coherent representation of subjective risk aversion946 cited
  • 1994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets517 cited
  • 2005Measuring Market Risk489 cited
  • 2003Applied computational economics and finance385 cited
  • 2004Risk measures for the 21st century329 cited
  • 2006Extreme spectral risk measures: An application to futures clearinghouse margin requirements113 cited
  • 2007Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn92 cited
  • 1999Producer Price Risk and Quality Measurement91 cited
  • 2008Spectral Risk Measures: Properties and Limitations88 cited
  • 2000Using Consumption and Asset Return Data to Estimate Farmers' Time Preferences and Risk Attitudes

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