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Testing the Dismal Theorem. (2021). Tol, Richard ; Anthoff, David.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_8939.

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  1. Adaptive mitigation strategies hedge against extreme climate futures. (2021). Reed, Patrick M ; Quinn, Julianne D ; Lamontagne, Jonathan R ; Marangoni, Giacomo ; Keller, Klaus.
    In: Climatic Change.
    RePEc:spr:climat:v:166:y:2021:i:3:d:10.1007_s10584-021-03132-x.

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    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:62:y:2010:i:2:p:277-298.

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  29. Detecting finiteness in the right endpoint of light-tailed distributions. (2010). Pereira, Antonio ; Neves, Claudia .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:80:y:2010:i:5-6:p:437-444.

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  30. Consistent estimation of the tail index for dependent data. (2010). Freitas, Ana Cristina Moreira, ; Brito, Margarida.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1835-1843.

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  31. A discussion on mean excess plots. (2010). Resnick, Sidney ; Ghosh, Souvik .
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:120:y:2010:i:8:p:1492-1517.

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  32. Monte Carlo-based tail exponent estimator. (2010). Vacha, Lukas ; Baruník, Jozef.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:21:p:4863-4874.

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  33. The extent of the maximum likelihood estimator for the extreme value index. (2010). Zhou, Chen.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:4:p:971-983.

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  34. Do benchmark African equity indices exhibit the stylized facts?. (2010). Li, Youwei ; Opong, Kwaku K. ; Hamill, Philip A..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:1:p:71-97.

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  35. Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions. (2010). Dufour, Jean-Marie ; Kurz-Kim, Jeong-Ryeol.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:2:p:180-194.

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  36. Existence and consistency of the maximum likelihood estimator for the extreme value index. (2009). Zhou, Chen.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:100:y:2009:i:4:p:794-815.

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  37. Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts. (2009). Necir, Abdelhakim ; Meraghni, Djamel .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:45:y:2009:i:1:p:49-58.

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  38. Estimation of tail thickness parameters from GJR-GARCH models. (2009). LINTON, OLIVER ; Iglesias, Emma.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we094726.

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  39. Exchange Rate Risk: Heads or Tails. (2009). Gavril, Ana-Maria .
    In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
    RePEc:cab:wpaefr:35.

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  40. Local empirical processes near boundaries of convex bodies. (2008). Weil, Wolfgang ; Khmaladze, Estate.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:60:y:2008:i:4:p:813-842.

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  41. Extreme US stock market fluctuations in the wake of 9|11. (2008). Wolff, Christian ; Straetmans, Stefan ; C. C. P. Wolff, ; W. F. C. Verschoor, ; S. T. M. Straetmans, .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:23:y:2008:i:1:p:17-42.

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  42. Asymptotic comparison of the mixed moment and classical extreme value index estimators. (2008). Neves, Claudia ; Gomes, Ivette M..
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:6:p:643-653.

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  43. Edgeworth expansion for an estimator of the adjustment coefficient. (2008). Freitas, Ana Cristina Moreira, ; Brito, Margarida.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:43:y:2008:i:2:p:203-208.

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  44. Bias reduction in risk modelling: Semi-parametric quantile estimation. (2006). Gomes, M. ; Figueiredo, Fernanda.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:15:y:2006:i:2:p:375-396.

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  45. Weighted least squares estimation of the extreme value index. (2006). Li, Deyuan ; Muller, Samuel ; Husler, Jurg .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:76:y:2006:i:9:p:920-930.

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  46. On univariate extreme value statistics and the estimation of reinsurance premiums. (2006). Vandewalle, B. ; Beirlant, J..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:38:y:2006:i:3:p:441-459.

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  47. Auctions with Numerous Bidders. (2005). de Vries, Casper G. ; Caserta, Silvia .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050031.

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  48. Optimal Confidence Intervals for the Tail Index and High Quantiles. (2004). de Vries, Casper ; Ferreira, Ana.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20040090.

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  49. Extreme Value Analysis of Teletraffic Data. (2004). Panaretos, John ; Tsourti, Zoi.
    In: MPRA Paper.
    RePEc:pra:mprapa:6391.

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  50. Subsampling the distribution of diverging statistics with applications to finance. (2004). White, Halbert ; Haefke, Christian ; Bertail, Patrice ; Politis, D. N. Dimitris N., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:120:y:2004:i:2:p:295-326.

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  51. Reiss and Thomas automatic selection of the number of extremes. (2004). Neves, Claudia ; Fraga Alves, M. I., .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:47:y:2004:i:4:p:689-704.

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  52. Extreme-value analysis of teletraffic data. (2004). Panaretos, John ; Tsourti, Zoi.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:45:y:2004:i:1:p:85-103.

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  53. Exact tests and confidence sets for the tail coefficient of a-stable distributions. (2003). Dufour, Jean-Marie ; Kurz-Kim, Jeong-Ryeol.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4213.

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  54. Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review. (2003). Panaretos, John ; Tsourti, Zoi.
    In: MPRA Paper.
    RePEc:pra:mprapa:6390.

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  55. An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (2002). Hsieh, Ping-Hung .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:40:y:2002:i:2:p:263-283.

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  56. Weiss-Hill estimator. (2001). Alves, M..
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:10:y:2001:i:1:p:203-224.

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  57. Estimation of the index parameter for autoregressive data using the estimated innovations. (1999). Allen, Michael R. ; Datta, Somnath.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:41:y:1999:i:3:p:315-324.

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  58. A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index. (1997). Laurens F. M. de Haan, ; Pereira, T. T. ; Peng, Liang.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:19970099.

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  59. Estimating the spectral measure of an extreme value distribution. (1997). Einmahl, John ; Sinha, Ashoke Kumar ; de Haan, Laurens ; Einmahl, John H. J., .
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:70:y:1997:i:2:p:143-171.

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  60. Poisson and Gaussian approximation of weighted local empirical processes. (1997). Einmahl, John ; Einmahl, John H. J., .
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:70:y:1997:i:1:p:31-58.

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  61. On the domain of attraction of exp(-exp(-x)). (1996). Geluk, J. L..
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:31:y:1996:i:2:p:91-95.

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  62. A functional law of the iterated logarithm for the Dekkers-Einmahl-de Haan tail index estimator. (1996). Tobbal, Khelifa.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:29:y:1996:i:1:p:15-22.

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