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.
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