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

Laws of small numbers extremes and rare events par 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 par Kinnison, Robert R.

Extreme value distributions theory and applications par Kotz, Samuel

Statistical extremes and applications

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

Extremes and recurrence in dynamical systems

Extreme value theory in engineering par 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)... par Quismorio, Brenda A.