Slide 1Trends in the Occurrence of Extreme Events: An Example From the North Sea Manfred Mudelsee Department of Earth Sciences Boston University, USA Slide 2 2 Results Computer…
Slide 1Modelling the rainfall-runoff process Available Rainfall Runoff (RR) models: UHM NAM SMAP URBAN Slide 2 Modelling the rainfall-runoff process (NAM) RAINFALL POTENTIAL…
1.Measuring Risk in Complex Stochastic Systems J. Franke, W. H¨ardle, G. Stahl Empirical Volatility Parameter Estimates http://www.xplore-stat.de/ebooks/ebooks.html 2. 2…
1. Simulating flood-peak probability in the Rhine basin and the effect of climate change Institute for Environmental Studies (IVM) Aline te Linde (IVM - VU / Deltares) Jeroen…
1. Rational International Investment Campbell R. Harvey, Ph.D., Professor, Duke University http://www.duke.edu/~charvey WHU Campus for Finance “ Rationality of Stock Markets…
Extreme Value Analysis : an Introduction Myriam Charras-Garrido, Pascal Lezaud To cite this version: Myriam Charras-Garrido, Pascal Lezaud. Extreme Value Analysis : an Introduction.…
Electronic copy available at: http://ssrn.com/abstract=2229290 Day of the Week Effect on Gold Returns Research Paper Presented by: Sunita Arora Assistant Professor…
Slide 1 Extremes and marine storms in the Mediterranean Sea P.Lionello, Univ. of Lecce, Italy 1 Intro: GEV and generalities examples from RON and sea level in Venice 2 some…
Slide 1 For information contact H. C. Koons E-Mail: [email protected] 25 May 2004 1 Preliminary Analysis of ABFM Data WSR “11 x 11 Volume Integral” Harry Koons 25 May 2004…
Slide 1 Portfolio Selection with Higher Moments Campbell R. Harvey Duke University, Durham, NC USA National Bureau of Economic Research, Cambridge, MA USA http://www.duke.edu/~charvey…