Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
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 |