EVIM

swMATH255MaRDI QIDQ13018FDOQ13018

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• Unnamed Publication

Cited In (8)

• 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
• 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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