Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variab…
This dissertation comprises of three essays organized into three separate chapters on tail behavior and extreme dependence patterns, with each chapter focusing on a specific aspect of the financial markets in several East Asian countries. In chapter one, “Tail Behavior in East A…
This dissertation empirically investigates the inter-related issues in the emerging markets. The first issue, we examine is portfolio optimization in emerging stock markets using Mean-Variance theorem and Extreme Value theory. We compare the optimal portfolio selected under Safe…
"This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a …
"This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a…
This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a b…
The monograph covers the fundamentals and the consequences of extreme geophysical phenomena like asteroid impacts, climatic change, earthquakes, tsunamis, hurricanes, landslides, volcanic eruptions, flooding, and space weather. This monograph also addresses their associated, loc…
