An Application of Extreme Value Theory to U.S. Movie Box Office Returns
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References listed on IDEAS
- Jon Danielsson & Casper G. de Vries, 1998.
"Beyond the Sample: Extreme Quantile and Probability Estimation,"
FMG Discussion Papers
dp298, Financial Markets Group.
- Jón Daníelsson & Casper G. de Vries, 1998. "Beyond the Sample: Extreme Quantile and Probability Estimation," Tinbergen Institute Discussion Papers 98-016/2, Tinbergen Institute.
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More about this item
KeywordsMovie revenue; extreme values; generalized Pareto distribution; value at risk;
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- G1 - Financial Economics - - General Financial Markets
- Z1 - Other Special Topics - - Cultural Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-07-20 (All new papers)
- NEP-BEC-2007-07-20 (Business Economics)
- NEP-CUL-2007-07-20 (Cultural Economics)
- NEP-RMG-2007-07-20 (Risk Management)
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