swMATH255MaRDI QIDQ13018FDOQ13018
Author name not available (Why is that?)
Official website: http://www.tech.plym.ac.uk/spmc/links/matlab/matlab_toolbox.html
Cited In (15)
- 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
- Title not available (Why is that?)
- Climate time series analysis. Classical statistical and bootstrap methods
- 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.
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