has been cited by the following article(s):
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[1]
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Prediction of riverflow using bivariate extreme value distribution with composite likelihood approach
The 5TH ISM INTERNATIONAL STATISTICAL CONFERENCE 2021 (ISM-V): Statistics in the Spotlight: Navigating the New Norm,
2023
DOI:10.1063/5.0111260
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[2]
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Revisiting the accuracy of standard VaR methods for risk assessment: Using the Copula–EVT multidimensional approach for stock markets in the MENA region
The Quarterly Review of Economics and Finance,
2022
DOI:10.1016/j.qref.2020.09.005
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[3]
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Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models
Administrative Sciences,
2019
DOI:10.3390/admsci9020040
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