Publications with the same authors as the Estimation of the extremal index function in case of asymptotically independent Markov chains and its application to stock market indices publication

Group by: Tipo Ano Order: Title Year Type of publication

Article in International Scientific Journal

Regular score tests of independence in multivariate extreme values

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2005

Scientific classification Indexing

ISI Web of Science

Scopus - 9 Citations

FOS: Mathematics

A new class of models for bivariate joint tails

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2009

Scientific classification Indexing

ISI Web of Knowledge - 55 Citations

ISI Web of Science

Scopus - 61 Citations

FOS: Mathematics

Article in International Conference Proceedings Book

Testes de independência para valores extremos multivariados

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2007

Documents

We could not find any documents associated to the publication with allowed access.

Resultados extremais para processos pontuais no caso da independência assintótica

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2005

Documents

We could not find any documents associated to the publication with allowed access.

Modelos de dependência para caudas conjuntas assintoticamente independentes e aplicações

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2004

Documents

We could not find any documents associated to the publication with allowed access.

Métodos de simulação de extremos bivariados assintoticamente independentes

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2006

Documents

We could not find any documents associated to the publication with allowed access.

Article in International Conference Proceedings Book

Within-cluster behaviour of the extremes of stock market indices

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2011

Scientific classification Documents

FOS: Mathematics

We could not find any documents associated to the publication with allowed access.

Point process based models for bivariate extreme values: an application to financial data

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2007

Scientific classification

FOS: Mathematics

Modelling short-range temporal dependence within extremes of financial time series

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2013

Scientific classification

FOS: Mathematics

Joint Tail Modelling and Properties

Alexandra Ramos (Author) (FEP); Anthony Ledford (Author) (Other)

2003

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