) exchange rate of the Johannesburg stock exchange (JSE). The study compares the block maxima approach and the peaks …-over-threshold (POT) approach in terms of their ability to model financial market data. The 100-year return levels for the block maxima … clear distinction between block maxima and POT return level estimates. The POT approach return level estimates were …

Block Maxima (BM) and Peak-Over- Threshold (POT) models – were used. Both models revealed that the palm oil price will …

upper bound of the confidence interval for the Block Maxima and the Peak-Over Threshold approaches with Mixing Unconditional …

upper bound of the confidence interval for the Block Maxima and the Peak-Over Threshold approaches with Mixing Unconditional …