An Application of Extreme Value Theory to U.S. Movie Box Office Returns
Download full text from publisher
References listed on IDEAS
- Jón Daníelsson & Casper G. de Vries, 1998.
"Beyond the Sample: Extreme Quantile and Probability Estimation,"
Tinbergen Institute Discussion Papers
98-016/2, Tinbergen Institute.
- Jon Danielsson & Casper G. de Vries, 1998. "Beyond the Sample: Extreme Quantile and Probability Estimation," FMG Discussion Papers dp298, Financial Markets Group.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
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)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:vic:vicewp:0705. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Graham Voss). General contact details of provider: http://edirc.repec.org/data/devicca.html .