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2. Modeling multivariate extreme value distributions via Markov trees. (2024). Hu, Shuang ; Segers, Johan ; Peng, Zuoxiang.
   In: Scandinavian Journal of Statistics.
   RePEc:bla:scjsta:v:51:y:2024:i:2:p:760-800.

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1. Spatial Wildfire Risk Modeling Using a Tree-Based Multivariate Generalized Pareto Mixture Model. (2024). Huser, Raphal ; Hazra, Arnab ; Cisneros, Daniela.
   In: Journal of Agricultural, Biological and Environmental Statistics.
   RePEc:spr:jagbes:v:29:y:2024:i:2:d:10.1007_s13253-023-00596-5.

   Full description at Econpapers || Download paper

2. Modeling multivariate extreme value distributions via Markov trees. (2024). Hu, Shuang ; Segers, Johan ; Peng, Zuoxiang.
   In: Scandinavian Journal of Statistics.
   RePEc:bla:scjsta:v:51:y:2024:i:2:p:760-800.

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3. Extreme Value Statistics for Evolving Random Networks. (2023). Markovich, Natalia ; Vaiiulis, Marijus.
   In: Mathematics.
   RePEc:gam:jmathe:v:11:y:2023:i:9:p:2171-:d:1139777.

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4. Structure learning for extremal tree models. (2022). Volgushev, Stanislav ; Engelke, Sebastian.
   In: Journal of the Royal Statistical Society Series B.
   RePEc:bla:jorssb:v:84:y:2022:i:5:p:2055-2087.

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5. Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions. (2022). Engelke, Sebastian ; Hentschel, Manuel ; Segers, Johan.
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   RePEc:aiz:louvad:2022032.

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6. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (2022). Asenova, Stefka ; Segers, Johan.
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   RePEc:aiz:louvad:2022031.

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7. Modelling multivariate extreme value distributions via Markov trees. (2022). Peng, Zuoxiang ; Hu, Shuang ; Segers, Johan.
   In: LIDAM Discussion Papers ISBA.
   RePEc:aiz:louvad:2022021.

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8. Extremes of Markov random fields on block graphs. (2022). Asenova, Stefka ; Segers, Johan.
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9. Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2020). Lemand, Ryan.
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10. New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach. (2020). Lemand, Ryan.
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11. The Effects of the Increasing Oil Price Returns and its Volatility on Four Emerged Stock Markets. (2009). Katrakilidis, Constantinos ; Lake E. A., ; Katrakilidis C., .
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12. On the complete model with stochastic volatility by Hobson and Rogers. (2005). Pascucci, Andrea ; di Francesco, Marco.
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13. Measurement of Financial Risk Persistence. (2005). Los, Cornelis.
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14. ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts. (2005). Lahiri, Kajal ; Liu, Fushang.
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15. Classifying the Markets Volatility with ARMA Distance Measures. (2004). Otranto, Edoardo.
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16. Worsening of the Asian Financial Crisis: Who is to Blame?. (2004). Kutan, Ali ; Sudjana, Brasukra G..
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17. Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range. (2004). Corrado, Charles ; Truong, Cameron.
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18. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
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19. Stock Market Volatility: Examining North America, Europe and Asia. (2004). Premaratne, Gamini ; Balasubramanyan, Lakshmi.
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20. Discounting The Equity Premium Puzzle. (2004). Martin, Vance ; Maasoumi, Esfandiar ; Lim, Guay.
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21. Risk and Volatility: Econometric Models and Financial Practice. (2004). Engle, Robert.
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22. The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach. (2003). Lemand, Ryan.
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24. Investigating Purchasing Patterns for Financial Services using Markov, MTD and MTDg Models. (2003). Van den Poel, Dirk ; PRINZIE, A..
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25. Testing for Longer Horizon Predictability of Return Volatility with an Application to the German. (2003). Raunig, Burkhard.
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26. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility. (2003). Normandin, Michel ; Phaneuf, Louis.
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33. Power ARCH modelling of commodity futures data on the London Metal Exchange. (2001). faff, robert ; Brooks, Robert ; Michael D. McKenzie, Heather Mitchell, Robert D. B, .
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34. Empirical distributions of stock returns: European securities markets, 1990-95. (2001). Felipe M. Aparicio, Javier Estrada, .
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35. A generalized method for detecting abnormal returns and changes in systematic risk. (2001). Degennaro, Ramon ; Cyree, Ken B..
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36. A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James.
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37. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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38. Evidence on the Economics of Equity Return Volatility Clustering. (2000). Connolly, Robert ; Stivers, Christopher T..
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39. Why Are Asset Returns more Volatile During Recessions? A Theoretical Examination. (2000). Ebell, Monique.
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40. When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data. (2000). Fang, Yue.
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41. Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-at-Risk. (1999). Manfredo, Mark ; Leuthold, Raymond M..
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42. Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes. (1999). Ledoit, Olivier ; Sornette, Didier ; Johansen, Anders.
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43. Dispersion and Volatility in Stock Returns: An Empirical Investigation. (1999). Lettau, Martin ; Campbell, John.
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46. Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?. (1998). Leuthold, Raymond M. ; Wei, Anning .
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47. Endogenous Uncertainty: A Unified View of Market Volatility. (1998). Kurz, Mordecai.
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48. Horizon Problems and Extreme Events in Financial Risk Management. (1998). Schuermann, Til ; Diebold, Francis.
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49. Testing the Volatility Term Structure using Option Hedging Criteria. (1998). Rosenberg, Joshua ; Engle, Robert.
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50. Quadratic M-Estimators for ARCH-Type Processes. (1998). Renault, Eric ; Meddahi, Nour.
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51. How Relevant is Volatility Forecasting for Financial Risk Management?. (1997). Diebold, Francis.
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52. Evaluating Density Forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
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53. The effects of Stamp Duty on the Level and Volatility of Equity Prices. (1997). Saporta, Victoria ; Kan, Kamhon.
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54. Risk, Return and Regulation in Chinese Stock Markets. (1996). Su, Dongwei ; Fleisher, Belton.
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55. Consumption and the Stock Market: Interpreting International Experience. (1996). Campbell, John.
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56. Public Information and the Persistence of Bond Market Volatility. (1996). Lamont, Owen ; Lumsdaine, Robin ; Jones, Charles M..
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