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Multivariate Extreme Value Methods
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Multivariate Extreme Value Methods (2012)Multivariate Extreme Value MethodsCopula Theory and Its Applications (2010)Copula Theory and Its Applica…Goodness-of-fit tests for copulas: A review and a power study (2007)Goodness-of-fit tests for cop…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006)Goodness‐of‐fit Procedures fo…Modelling Extremal Events for Insurance and Finance (2002)Modelling Extremal Events for…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…An Introduction to Statistical Modeling of Extreme Values (2001)An Introduction to Statistica…Dependence Measures for Extreme Value Analyses (1999)Dependence Measures for Extre…An Introduction to Copulas (1999)An Introduction to CopulasModelling of extremal events in insurance and finance (1994)Modelling of extremal events …Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…On Nonparametric Measures of Dependence for Random Variables (1981)On Nonparametric Measures of …Ordinal Measures of Association (1958)Ordinal Measures of Associati…A NEW MEASURE OF RANK CORRELATION (1938)A NEW MEASURE OF RANK CORRELA…Coherent Measures of Risk (1999)The distribution of realized stock return volatility (2001)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Pair-copula constructions of multiple dependence (2007)The Econometrics of Financial Markets (2012)Extreme Values, Regular Variation and Point Processes (1987)Conditional value-at-risk for general loss distributions (2002)Top Incomes in the Long Run of History (2011)Models for Exceedances Over High Thresholds (1990)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Forecast Verification (2011)Copula Methods in Finance (2004)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)A review of copula models for economic time series (2012)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Idea Generation and the Quality of the Best Idea (2010)Quantitative Risk Management (2011)Understanding Relationships Using Copulas (1998)Modelling Dependence with Copulas and Applications to Risk Management (2003)An effect size primer: A guide for clinicians and researchers. (2009)Comparison of Values of Pearson's and Spearman's Correlation Coefficients on the Same Sets of Data (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Extreme Correlation of International Equity Markets (2001)
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  • 2002

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Modelling Extremal Events for Insurance and Finance
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