1.
Extreme VaR and its Empirical Analysis of Shenzhen Stock Index;
极值风险E-VaR及深圳成指实证研究
2.
Extreme Quantile Estimation for Heavy-tailed Distribution and A Study of Extremal Risk Measurement;
厚尾分布的极值分位数估计与极值风险测度研究
3.
Study on Contagion Effect between Chinese Stock Market and Other International Stock Markets;
中国股市与国际股市的极值风险传导效应研究
4.
EVT risk measures and its backtesting in stock markets;
股票市场的极值风险测度及后验分析研究
5.
The Accuracy of Risk Measurement model Base on Standard Residuals;
基于标准残差的极值风险模型准确性研究
6.
Value-at-Risk Based on Extreme Value Theory;
基于极值理论的风险价值（VaR）研究
7.
A Value-at-Rish Model Based on Conpula-EVT;
基于极值Copula的风险价值模型研究
8.
Dynamic Value-at-Risk Based on Extreme Value Theory
基于极值理论的动态风险价值的研究
9.
Measuring Risk of Financial Markets: Based on Extreme Spectral Risk Measures
基于极值谱风险测度的金融市场风险度量
10.
Application of statistics of extremes of flood hazard risk evaluation
极值统计学在洪灾风险评价中的应用
11.
Applications of Extreme Value Theory to Measurement and Modeling of Risk;
极值理论在风险度量与建模中的应用
12.
Calculate the Financial Risk According to Extreme Value Theory;
基于极端值理论（EVT）的金融风险度量
13.
The Extreme Value Distribution for Levy Process of Classical Risk Model;
古典风险模型中列维过程的极值分布
14.
A EXTREME VALUE DISTRIBUTION ON A RENEWAL RISK MODEL WITH INTEREST FORCE;
带息力更新风险模型的一个极值分布
15.
Fat-tails Measurement and Risk Estimation of Composite Index of Shanghai Stock Exchange on Extreme Value Theory
基于极值理论的沪综指尾部风险度量
16.
A Portfolio Selection Model Based on Minimax Risk-Value;
一个基于极大极小风险价值的组合投资模型
17.
Of or relating to the strategy in game theory that minimizes the maximum risk for a player.
极大（中）极小的博奕论中参与者的风险极大值达到极小的策略的
18.
Studies on VaR and CVaR for High Frequency Data Based on Extreme Value Theory;
极值理论在高频数据中的VaR和CVaR风险价值研究