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Estimating quantile risk measures using extreme value theory in finance and insurance по Uyaco, Filame Joy Depakakibo

Laws of small numbers extremes and rare events по Falk, Michael 1954-, Hüsler, J (Jürg), Reiss, R.-D. (Rolf-Dieter)

Available for University of the Philippines Diliman via SpringerLink. Click here to access

Applied extreme value statistics по Kinnison, Robert R.

Extreme value distributions theory and applications по Kotz, Samuel

Statistical extremes and applications

Extreme value theory an introduction по Haan, L. de (Laurens) 1937-, Ferreira, Ana

Extremes and recurrence in dynamical systems

Extreme value theory in engineering по Castillo, Enrique 1946-

Available for University of the Philippines System via ScienceDirect. Click here to access
Also available remotely for University of the Philippines System via ScienceDirect. Click here to access thru EZproxy

Extreme values in finance, telecommunications, and the environment

A Measure of value-at-risk (VaR) for fat-tailed distributed Philippine stock index and Philippine portfolios with selected international stock indices an Extreme Value Theory (EVT)... по Quismorio, Brenda A.