The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting (Q1291665): Difference between revisions

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+Limit Theorems for the Maximum Term in Stationary Sequences
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+Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
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+Q5624436
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+Q3259350
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+A simple general approach to inference about the tail of a distribution
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+Extremes and related properties of random sequences and processes
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+Statistical inference using extreme order statistics
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+An extreme-markovian-stationary sequence; quick statistical decision
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