Dependence Measures for Extreme Value AnalysesStuart Coles, Janet E. Heffernan, Jonathan A. Tawn1999-12-01articleExtremes802 citationsclosedNo readable copy stored yet — this record is metadata only.Probability and Risk ModelsStatistical Distribution Estimation and ApplicationsFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 802 citations exist upstream.References1999An Introduction to Copulas1987Extreme Values, Regular Variation and Point Processes1990Models for Exceedances Over High ThresholdsCited by2011Forecast Verification2004A Conditional Approach for Multivariate Extreme Values (with Discussion)2003Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications2007Copulas for Finance - A Reading Guide and Some Applications2009Copula–Based Models for Financial Time Series2019A review of quantification methodologies for multi-hazard interrelationships2005Non‐parametric Estimation of Tail Dependence2005Estimating the tail-dependence coefficient: Properties and pitfalls