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Asymptotically (in)dependent multivariate maxima of moving maxima processes
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Asymptotically (in)dependent multivariate maxima of moving maxima processes (2007)Asymptotically (in)dependent multivariate…Bivariate tail estimation: dependence in asymptotic independence (2004)Bivariate tail estimation: de…A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)A Conditional Approach for Mu…Inference for Clusters of Extreme Values (2003)Inference for Clusters of Ext…Risk Management: Value at Risk and Beyond (2002)Risk Management: Value at Ris…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…Correlation and Dependence (2001)Correlation and DependenceCorrelation and Dependence (2001)Correlation and DependenceA Directory of Coefficients of Tail Dependence (2000)A Directory of Coefficients o…Modelling Extremal Events (1997)Modelling Extremal EventsModelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Extremes and local dependence in stationary sequences (1983)Extremes and local dependence…Limit theory for multivariate sample extremes (1977)Limit theory for multivariate…Extreme Values in Uniformly Mixing Stationary Stochastic Processes (1965)Extreme Values in Uniformly M…An Introduction to Copulas (1999)Coherent Measures of Risk (1999)The distribution of realized stock return volatility (2001)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Pair-copula constructions of multiple dependence (2007)The Econometrics of Financial Markets (2012)Models for Exceedances Over High Thresholds (1990)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Statistical Modeling of Spatial Extremes (2012)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)A review of quantification methodologies for multi-hazard interrelationships (2019)From value at risk to stress testing: The extreme value approach (2000)The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee (2004)Estimating value-at-risk: a point process approach (2005)Extreme events: dynamics, statistics and prediction (2011)Conditional value-at-risk for general loss distributions (2002)Top Incomes in the Long Run of History (2011)Threshold Methods for Sample Extremes (1984)Extremal Theory for Stochastic Processes (1988)Evidence for sharp increase in the economic damages of extreme natural disasters (2019)Extreme Correlation of International Equity Markets (2001)Non‐parametric Estimation of Tail Dependence (2005)Empirical properties of asset returns: stylized facts and statistical issues (2001)Tail Conditional Expectations for Elliptical Distributions (2003)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Semiparametric estimation in copula models (2005)
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  • 1965Extreme Values in Uniformly Mixing Stationary Stochastic Processes149 cited
  • 2000A Directory of Coefficients of Tail Dependence

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