Browsing by Subject Extreme value theory
Showing results 1 to 3 of 3
Issue Date | Title | Author(s) |
---|---|---|
2008 | An application of extreme value theory in modelling extreme share returns | Tolikas, K |
2013 | Order-statistics-based inferences for censored lifetime data and financial risk analysis | Sheng, Zhuo |
2016 | Using autoregressive logit models to forecast the exceedance probability for financial risk management | Taylor, JW; Yu, K |