EVIM

MaRDI QIDQ13018swMATHFDO

Official website http://www.tech.plym.ac.uk/spmc/links/matlab/matlab_toolbox.html

Described by source

• EVIM: a software package for extremel value analysis in MATLAB

Cited in

(16)

• Invited article by M. Gidea: Extreme events and emergency scales
• An application of extreme value theory for measuring financial risk
• Modeling the yearly value-at-risk for operational risk in Chinese commercial banks
• Climate time series analysis. Classical statistical and bootstrap methods
• scientific article; zbMATH DE number 2209539 (Why is no real title available?)
• EDDIE
• WAFO
• MediaBench
• CLIM-X-DETECT
• CYSTRATI
• TAUEST
• WinGeol Lamination
• TestEVC1d
• 3D extreme value analysis for stock return, interest rate and speed of mean reversion
• A software review for extreme value analysis
• High volatility, thick tails and extreme value theory in value-at-risk estimation.

This page was built for software: EVIM