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Cited by

• 1991On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions92 cited
• 2012Estimating return levels from serially dependent extremes75 cited
• 2009Lévy-frailty copulas71 cited
• 2014Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management69 cited
• 2006Nonparametric estimation of the dependence function for a multivariate extreme value distribution61 cited
• 2004The behavior of multivariate maxima of moving maxima processes60 cited
• 2008Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case57 cited
• 2015Extreme asymmetric volatility: Stress and aggregate asset prices48 cited
• 2005Archimax copulas and invariance under transformations42 cited
• 1998Ordered Multivariate Extremes41 cited
• 2008Projection estimators of Pickands dependence functions40 cited
• 2019Modeling the Dependency between Extreme Prices of Selected Agricultural Products on the Derivatives Market Using the Linkage Function37 cited
• 2015Nonparametric tests for constant tail dependence with an application to energy and finance33 cited
• 1992On min-stable horse races with infinitely many horses