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Extreme value theory for finance: a survey. (2011). Rocco, Marco .
In: Questioni di Economia e Finanza (Occasional Papers).
RePEc:bdi:opques:qef_99_11.

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  1. Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

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  2. Modeling tails of aggregate economic processes in a stochastic growth model. (2014). Eyquem, Aurélien ; Auray, Stéphane ; Jouneau-Sion, Frederic ; JOUNEAU -SION, Frederic .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:76-94.

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  47. Expected shortfall and beyond. (2002). Tasche, Dirk.
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