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Models for Dependent Extremes Using Stable Mixtures
16 references·2 citing·30 second hop
Models for Dependent Extremes Using Stable Mixtures (2008)Models for Dependent Extremes Using Stabl…Extreme Values in Finance, Telecommunications, and the Environment (2004)Extreme Values in Finance, Te…A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)A Conditional Approach for Mu…Statistics of Extremes, with Applications in Environment, Insurance, and Finance (2003)Statistics of Extremes, with …Statistics of Extremes, with Applications in Environment, Insurance, and Finance (2003)Statistics of Extremes, with …Extreme Values in Finance, Telecommunications, and the Environment (2003)Extreme Values in Finance, Te…Extreme Value Distributions: Theory and Applications (2000)Extreme Value Distributions: …Extreme Value Distributions (2000)Extreme Value DistributionsMultivariate extremes for models with constant conditional correlations (1999)Multivariate extremes for mod…Sea and Wind: Multivariate Extremes at Work (1998)Sea and Wind: Multivariate Ex…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Modelling Multivariate Extreme Value Distributions (1990)Modelling Multivariate Extrem…Extremes and related properties of random sequences and processes (1984)Extremes and related properti…Spatial interaction theory and planning models (1979)Spatial interaction theory an…MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)MODELING THE CHOICE OF RESIDE…Modelling the Choice of Residential Location (1977)Modelling the Choice of Resid…Stochastic tail index model for high frequency financial data with Bayesian analysis (2018)Stochastic tail index model f…Sparse representation of multivariate extremes with applications to anomaly detection (2017)Sparse representation of mult…Individual Choice Behavior (1962)Conditional logit analysis of qualitative choice behavior (1972)Estimating Discrete-Choice Models of Product Differentiation (1994)Recreation Demand Models with Taste Differences over People (1998)A universal model for mobility and migration patterns (2012)Extreme Values, Regular Variation and Point Processes (1987)The Asymptotic Theory of Extreme Order Statistics (1990)Markov chain models for threshold exceedances (1997)Multivariate generalized Pareto distributions (2006)A review of quantification methodologies for multi-hazard interrelationships (2019)Models for Exceedances Over High Thresholds (1990)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)Modelling Extremal Events (1997)The politics of attention: how government prioritizes problems (2006)The t Copula and Related Copulas (2007)Statistical Modeling of Spatial Extremes (2012)Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes (1989)The tail index of exchange rate returns (1990)Extreme events: dynamics, statistics and prediction (2011)Modelling Dependence within Joint Tail Regions (1997)Copulas for Finance - A Reading Guide and Some Applications (2007)Agglomeration and the Location of Foreign Direct Investment in Portugal (2000)Generalized random utility model (2002)The effect of income and immigration policies on international migration (2013)Copulas: Tales and facts (2006)A General Empirical Law of Public Budgets: A Comparative Analysis (2009)Mixed land-uses and commuting: Evidence from the American Housing Survey (1996)Accessibility evaluation of land-use and transport strategies: review and research directions (2003)Thirty years of spatial econometrics (2010)
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References

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  • 2000Extreme Value Distributions: Theory and Applications1,010 cited
  • 1977Modelling the Choice of Residential Location890 cited
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  • 1979Spatial interaction theory and planning models804 cited
  • 1996Statistics for near independence in multivariate extreme values742 cited
  • 2004A Conditional Approach for Multivariate Extreme Values (with Discussion)679 cited
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  • 1984Extremes and related properties of random sequences and processes485 cited
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  • 1998Sea and Wind: Multivariate Extremes at Work219 cited
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  • 2003Statistics of Extremes, with Applications in Environment, Insurance, and Finance107 cited
  • 2004

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Extreme Values in Finance, Telecommunications, and the Environment
66 cited

Cited by

  • 2017Sparse representation of multivariate extremes with applications to anomaly detection48 cited
  • 2018Stochastic tail index model for high frequency financial data with Bayesian analysis35 cited