References

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• 1998Evaluating Interval Forecasts2,689 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
• 1990Models for Exceedances Over High Thresholds1,725 cited
• 1996Value at risk: the new benchmark for controlling market risk1,018 cited
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• 2001Margin exceedences for European stock index futures using extreme value theory95 cited
• 2000Portfolio selection with limited downside risk