{"id":"https://openalex.org/W2203534165","doi":"https://doi.org/10.1007/978-3-642-55537-4_52","title":"On Tail Index Estimation and Financial Risk Management Implications","display_name":"On Tail Index Estimation and Financial Risk Management Implications","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W2203534165","doi":"https://doi.org/10.1007/978-3-642-55537-4_52","mag":"2203534165"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-55537-4_52","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-55537-4_52","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Proceedings 2002","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101976068","display_name":"Niklas Wagner","orcid":null},"institutions":[{"id":"https://openalex.org/I37101380","display_name":"Munich Business School","ror":"https://ror.org/00jw3g525","country_code":"DE","type":"education","lineage":["https://openalex.org/I37101380"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Niklas Wagner","raw_affiliation_strings":["Department of Business and Economics, Munich University of Technology, Munich, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Business and Economics, Munich University of Technology, Munich, Germany","institution_ids":["https://openalex.org/I37101380"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101976068"],"corresponding_institution_ids":["https://openalex.org/I37101380"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.14854329,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"321","last_page":"328"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9866999983787537,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.6603659987449646},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6445137858390808},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6240389347076416},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.6215640306472778},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.5603635311126709},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.550830602645874},{"id":"https://openalex.org/keywords/statistical-inference","display_name":"Statistical inference","score":0.4502491354942322},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.4479328691959381},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.4379030764102936},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.40953415632247925},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.38149115443229675},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3761221766471863},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.32300668954849243},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.26320046186447144},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17181357741355896},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.06507799029350281}],"concepts":[{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.6603659987449646},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6445137858390808},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6240389347076416},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6215640306472778},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5603635311126709},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.550830602645874},{"id":"https://openalex.org/C134261354","wikidata":"https://www.wikidata.org/wiki/Q938438","display_name":"Statistical inference","level":2,"score":0.4502491354942322},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.4479328691959381},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.4379030764102936},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.40953415632247925},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.38149115443229675},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3761221766471863},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.32300668954849243},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.26320046186447144},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17181357741355896},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.06507799029350281},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-55537-4_52","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-55537-4_52","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Proceedings 2002","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W45605161","https://openalex.org/W182554604","https://openalex.org/W185059740","https://openalex.org/W1498464051","https://openalex.org/W1500657154","https://openalex.org/W1516216243","https://openalex.org/W1540275643","https://openalex.org/W1544520332","https://openalex.org/W1563654097","https://openalex.org/W1594350919","https://openalex.org/W1763607209","https://openalex.org/W1988207791","https://openalex.org/W1999814784","https://openalex.org/W2015221990","https://openalex.org/W2015420561","https://openalex.org/W2038778860","https://openalex.org/W2048649579","https://openalex.org/W2109528417","https://openalex.org/W2117512296","https://openalex.org/W2135177937","https://openalex.org/W2136794446","https://openalex.org/W2148554492","https://openalex.org/W2190117399","https://openalex.org/W2502254989","https://openalex.org/W2748241856","https://openalex.org/W2756401930","https://openalex.org/W3123833529","https://openalex.org/W4247315637"],"related_works":["https://openalex.org/W2065111490","https://openalex.org/W2338129420","https://openalex.org/W2007272289","https://openalex.org/W3000984192","https://openalex.org/W137830373","https://openalex.org/W4286952477","https://openalex.org/W2134368299","https://openalex.org/W4321348134","https://openalex.org/W2103073163","https://openalex.org/W4387929287"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
