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Steps in applying extreme value theory to finance : a review
Bensalah, Younes, (2000)
Extreme hypermetrics and L-polytopes
Deza, Michel, (1991)
Extreme values of tail probabilities
De Schepper, Ann, (1991)
Multilevel clustering of extremes
Novak, S. Y., (2002)
On the accuracy of multivariate compound Poisson approximation
Novak, S. Y., (2003)
A REMARK CONCERNING VALUE-AT-RISK
NOVAK, S. Y., (2010)