| 1. |
Drees, Holger ; Starica, Catalin
(2002)
A simple non-stationary model for stock returns
Preprint (Vorabdruck)
|
| 2. |
Drees, Holger ; de Haan, Laurens ; Deyuan, Li
(2002)
Approximations to the tail empirical distribution function with application to testing extreme value conditions
Preprint (Vorabdruck)
|
| 3. |
Drees, Holger
(2002)
Extreme quantile estimation for dependent data with applications to finance
Preprint (Vorabdruck)
|
| 4. |
Drees, Holger ; Ferreira, Ana ; de Haan, Laurens
(2002)
On maximum likelihood estimation of the extreme value index
Preprint (Vorabdruck)
|
