Statistics of Extremes: Challenges and Opportunities [chapter]

M. de Carvalho
2016 Extreme Events in Finance  
In this chapter I provide a personal view on some recent concepts and methods of statistics of extremes, and I discuss challenges and opportunities which could lead to potential future developments.
doi:10.1002/9781118650318.ch9 fatcat:6osdgyzuardolo6gdnmabvbazi