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Von Mises Conditions Revisited
4 references·1 citing·12 second hop
Von Mises Conditions Revisited (1993)Von Mises Conditions RevisitedThe Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Estimating Tails of Probability Distributions (1987)Estimating Tails of Probabili…Multivariate extremal processes generated by independent non-identically distributed random variables (1975)Multivariate extremal process…Models of Idea Flows (2008)Models of Idea FlowsResearch, Patenting, and Technological Change (1997)International Technology Diffusion: Theory and Measurement (1999)The Global Diffusion of Ideas (2016)Extremal Processes (1964)Extremal Processes, II (1966)Modelling of extremal events in insurance and finance (1994)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective (1989)Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004)Value-at-Risk Prediction: A Comparison of Alternative Strategies (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)
this work references cited by second hop

References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1990The Asymptotic Theory of Extreme Order Statistics1,830 cited
  • 1987Estimating Tails of Probability Distributions627 cited
  • 1975Multivariate extremal processes generated by independent non-identically distributed random variables47 cited

Cited by

  • 2008Models of Idea Flows65 cited

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