1 |
Beirlant, J., Teugels, J. L. T. and Vynckier, P. (1996). Practical Analysis of Extreme Values, Leuven University Press, Leuven.
|
2 |
Journal of the American Statistical Association, 92, 1609-1620.
DOI
|
3 |
Embrechts, P., Kluppelberg, C. and Mikosch, T. (1997). Modelling Extremal Events for Insurance and Finance, Springer, New York.
|
4 |
Jenkinson, A. F. (1955). The frequency distribution of the annual maximum (or minimum) values of meteorological elements, Quarterly Journal of the Royal Meteorological Society, 81, 158-171.
DOI
|
5 |
McNeil, A. J. (1999). Extreme value theory for risk managers, In Internal Modelling and CAD II, pp. 93-113, Risk books.
|
6 |
Selcuk, F. and Ramazan, G. (2001). Overnight Borrowing, Interest Rates and Extreme Value Theory, Departmental Working Papers 0103, Department of Economics, Bilkent University,
|
7 |
윤평식, 김철중 (2000). <금융기관 시장위험관리>, 한국금융연수원, 서울.
|
8 |
송문섭 (1996). <로버스트 통계>, 자유아카데미, 서울.
|