Publications of Ulugulyagci, A.
2004
| , and , High volatility, thick tails and extreme value theory in value-at-risk estimation (2004), in: Insurance: Mathematics and Economics, 33(337-356) |
2002
| , and , EVIM: A Software Package for Extreme Value Analysis in MATLAB (2002), in: Studies in Nonlinear Dynamics and Econometrics, 5(213-239) |