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EVTEventueel (Danish: Maybe)
EVTEvanston (Amtrak station code; Evanston, IL)
EVTExtreme Value Theory (prediction tool for extrapolation of trend graphs)
EVTElectrically Variable Transmission
EVTEvent File
EVTElectric Variable Transmission (mechanics)
EVTEmergency Vehicle Technician
EVTEndovascular Treatment
EVTEmpresa de Viação Terceirense (Portuguese transportation company)
EVTEspace Vectoriel Topologique (French: Topological Vector Space; mathematics)
EVTEmbedded Visual Tools
EVTErstverkaufstag (German)
EVTÉcole de Voile de Trébeurden (French sailing school)
EVTEnterprise Vocabulary Team (US Air Force)
EVTExtravehicular Transfer (US NASA)
EVTEngineering Verification Test
EVTEmergency Visitation Travel
EVTEi Voi Tietää (Finnish: How Am I Supposed to Know)
EVTExpectancy Violations Theory (communication theory)
EVTEaton VORAD Technologies, LLC (Galesburg, Michigan)
EVTExpect Vector to ...
EVTEvaluation, Validation and Testing
References in periodicals archive ?
They used long-term hourly tide gauge records and extreme value theory to estimate present and future return periods of extreme sea-level events through the 22nd century.
Implementation of basic extreme value theory with statistical inference should be very helpful to those researchers and practitioners dealing with extreme events.
It explains the RStudio interface; common data types and structures used in statistical analysis using R; methods to import, export, and preprocess external data; programming concepts, including program control flow and creating functions; graphics; regression analysis; time series analysis; extreme value theory modeling; and multivariate dependence using Copulas.
The existing approaches for estimating VaR can be divided into three types: the nonparametric historical simulation (HS) method, parametric methods based on an econometric model for volatility dynamics and the assumption of conditional normality, and the extreme value theory based methods.
Powell, "Extreme market risk-an extreme value theory approach," Mathematics and Computers in Simulation, vol.
Crunch' is a nice term here, and it could be that those of a sceptical turn of mind might have preferred 'manipulated' as numbers disappeared and new ones appeared through a range of techniques, for example: Kalman filtering, kriging, attribution studies, and the use of extreme value theory.
2005; Swider and Weber, 2007) using Extreme Value Theory (EVT) (Bystrom, 2005; Chan and Gray, 2006).
14) We use eight different methods to estimate these risk measures (the methods are explained in detail in Appendix C): the VaR method of variance-covariance; the VaR method of exponential decay (RiskMetrics[TM]); the VaR GARCH method; the VaR t-student distribution method; the VaR extreme value theory method (static version); the VaR extreme value theory method (dynamic version); the VaR historical simulation method; and the VaR Monte Carlo simulation method.
Extreme Value Theory (EVT) is very useful in predicting and estimating the extreme behavior of financial products and has arisen as a new methodology to analyze the tail behavior of stock returns.
Another difficulty associated with the application of the Extreme Value Theory is that the data within the blocks may not have been designed from the same distribution (WILKS, 2006) because each one of these data may be generated from different physical processes.
In order to address the problems of heavy tails, VaR measures based on the Extreme Value Theory (EVT) have been developed which allows us to model the tails of distributions, and to estimate the probabilities of the extreme movements that can be expected in financial markets.
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