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Cited by

• 2008Models for Dependent Extremes Using Stable Mixtures51 cited
• 2017Sparse representation of multivariate extremes with applications to anomaly detection48 cited
• 2009On the estimation and application of max-stable processes46 cited
• 2006Confidence regions for high quantiles of a heavy tailed distribution43 cited
• 2017Risk contagion under regular variation and asymptotic tail independence42 cited
• 2005The Modelling of Extreme Events41 cited
• 2013Value at risk forecasts by extreme value models in a conditional duration framework39 cited
• 2007Extreme co-movements and extreme impacts in high frequency data in finance29 cited
• 2004Dependence Estimation and Visualization in Multivariate Extremes with Applications to Financial Data23 cited