this work references cited by second hopReferences
- 1994Modelling of extremal events in insurance and finance3,519 cited
- 2007The black swan: the impact of the highly improbable3,454 cited
- 2008The Black Swan: The Impact of the Highly Improbable2,425 cited
- 2004CAViaR2,210 cited
- 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
- 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
- 2000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach1,732 cited
- 1990Models for Exceedances Over High Thresholds1,725 cited
- 1994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets517 cited
- 1996The Asymptotic Distribution of Extreme Stock Market Returns510 cited
- 2006An Application of Extreme Value Theory for Measuring Financial Risk425 cited
- 2001Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields422 cited
- 1999ARCH Models and Financial Applications417 cited
- 1997ARCH Models and Financial Applications397 cited
- 2000Value-at-Risk and Extreme Returns320 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work