References

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• 2001An Introduction to Statistical Modeling of Extreme Values7,338 cited
• 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
• 2000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach1,732 cited
• 1974Residual Life Time at Great Age1,484 cited
• 1994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator617 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
• 1989On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective425 cited
• 1998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management277 cited
• 1999Extreme value theory for risk managers268 cited
• 2000Value at Risk Calculations, Extreme Events, and Tail Estimation217 cited
• 2001Return to RiskMetrics: The Evolution of a Standard174 cited
• 1999Optimal margin level in futures markets: Extreme price movements