References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1999Coherent Measures of Risk8,849 cited
• 1963The Variation of Certain Speculative Prices4,851 cited
• 1997The variation of certain speculative prices4,468 cited
• 1994Modelling of extremal events in insurance and finance3,519 cited
• 2001Extreme Correlation of International Equity Markets2,608 cited
• 2000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach1,732 cited
• 1996Value at risk: the new benchmark for controlling market risk1,018 cited
• 2001Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices834 cited
• 1994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets517 cited
• 2000From value at risk to stress testing: The extreme value approach517 cited
• 1996The Asymptotic Distribution of Extreme Stock Market Returns510 cited
• 1991On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective448 cited
• 1989