Balkema, A. A.; Pancheva, E. I. Extremal processes with one jump. (English) Zbl 0976.60046 Extremes 3, No. 2, 173-195 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60G51 60G70 PDFBibTeX XMLCite \textit{A. A. Balkema} and \textit{E. I. Pancheva}, Extremes 3, No. 2, 173--195 (2000; Zbl 0976.60046) Full Text: DOI
Resnick, Sidney; Van den Berg, Eric A test for nonlinearity of time series with infinite variance. (English) Zbl 0971.62049 Extremes 3, No. 2, 145-172 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62M10 62G10 PDFBibTeX XMLCite \textit{S. Resnick} and \textit{E. Van den Berg}, Extremes 3, No. 2, 145--172 (2000; Zbl 0971.62049) Full Text: DOI
Lauridsen, Sarah Estimation of value at risk by extreme value methods. (English) Zbl 0971.91058 Extremes 3, No. 2, 107-144 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{S. Lauridsen}, Extremes 3, No. 2, 107--144 (2000; Zbl 0971.91058) Full Text: DOI