Nyamekye, Kofi Afriyie; Essel-Mensah, Kojo; Ousu-Ansah, … - 2022
Extreme event modeling has always attracted attention in domains such as hydrology, as well as in major financial markets where modelers benefit from an abundance of available data (Embrechts et. al, 1997). Following the recent global financial crises, however, proper models for modeling such...