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An Application of Extreme Value Theory for Measuring Financial Risk

Computational Economics, 2006
Manfred Gilli
exaly  

Managing extreme risks in tranquil and volatile markets using conditional extreme value theory

International Review of Financial Analysis, 2004
Hans N E Bystrom
exaly  

Before-after safety analysis using extreme value theory: A case of left-turn bay extension

Accident Analysis and Prevention, 2018
Lai Zheng   +2 more
exaly  

AN EXTREMAL PROBLEM IN VALUE-DISTRIBUTION THEORY

The Quarterly Journal of Mathematics, 1973
Miles, Joseph, Shea, Daniel F.
openaire   +1 more source

Freeway safety estimation using extreme value theory approaches: A comparative study

Accident Analysis and Prevention, 2014
Lai Zheng, Karim Ismail
exaly  

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