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ArticlePractical analysis of extreme values

Jan Beirlant1996

Article1996

Practical analysis of extreme values

Jan Beirlant · Jozef L. Teugels · Petra Vynckier

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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2014Extreme Value Theory and Statistics of Univariate Extremes: A Review 2009Stochastic Behavioral Asset-Pricing Models and the Stylized Facts 2013A comprehensive review of Value at Risk methodologies 2003High volatility, thick tails and extreme value theory in value-at-risk estimation 2005A comparison of extreme value theory approaches for determining value at risk 2003Financial Risk and Heavy Tails 1998“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998 2002Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins

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Year1996

Typearticle

Published1996-01-01

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Citations214

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ShelfProbability and Risk Models

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openalex_workW1540275643

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