Journal of Banking & Finance · 2013 · 29 citations · 33 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsQuantitative FinanceFinancial RiskMarket RiskRisk CharacterizationRisk EstimationRisk MeasurementRisk TheoryCountry Risk MeasurementTail RiskTail Risk AnalysisTail Risk EstimationTail Risk Modeling
33
Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
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Statistical Inference Using Extreme Order Statistics
James Pickands · The Annals of Statistics · 1975 · 3.6K citations
Peter Christoffersen · International Economic Review · 1998 · 2.7K citations
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