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[2] Davison, A.C. and Smith, R.L., ``Models for exceedances over high thresholds,'' J. R. Statist. Soc. B 52(3),. 393±442, (1990). ...

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Davison, A. C. and Smith, R. L. (1990): Models for exceedances over high thresholds. Journal of the. Royal Statistical Society, B. Guess, F. and Proschan, ...

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Davison, A. C. and Smith, R. L. (1990) Models for exceedances over high thresholds (with Discus- sion). Journal of the Royal Statistical Society, series B, ...

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Davison, A. C. and R. L. Smith (1990). Models of Exceedances Over High Thresholds. Journal of the. Royal Statistical Society 52(Ser. B), 393–442. ...

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Environmetrics 5, 221-39. DAVISON, A. C. & SMITH, R. L. (1990). Models for exceedances over high thresholds (with Discussion). J. R.. Statist. Soc. ...

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DAVISON, A. C. & SMITH, R. L. (1990). Models for exceedances over high thresholds (with Discussion). J. R.. Statist. Soc. B 52, 393-441 ...

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very high frequency data, Journal of Empirical Finance 4, 241-257. Davison, A.C., Smith, R.L., 1990, Models for exceedances over high thresholds ...

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Davison, A. C., and R. L. Smith, 1990, Models for Exceedances Over High Thresholds. (with Discussion), Journal of the Royal Statistical Society B, ...

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DAVISON, A.C. and SMITH, R.L., 1990. Models for exceedances over high thresholds (with discussion). Journal of the Royal. Statistical Society, B 52, ...

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Davison, A. C. and Smith, R. L. (1990). Models for exceedances over high thresholds (with discussion). Journal of the Royal Statistical Society, 52:393–442. ...

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File Format: PDF/Adobe Acrobatby M de Carvalho - 2010Davison, A. C., and Smith, R. (1990), “Models for Exceedances Over High Thresholds,” Journal of the. Royal Statistical Society, Ser. B, 52, 393–442. Davison ...

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PhD dissertation, Universidad de. Zaragoza. Davison AC, Smith RL (1990) Models for exceedances over high thresholds. J R Statist Soc B 52(3):393−442 ...

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14 Jun 2005 ... Davison, A. C. & Smith, R. L. 1990 Models for exceedances over high thresholds (with discussion). J. R. Stat. Soc. B 52, 393–442. ...

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Appl. Statist. 43, 1-48. Davison, A. C. & Smith, R. L. (1990). Models for exceedances over high thresholds. J. R.. Statist. Soc. B 52, 393-442. ...

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Davison, A. C., and R. L. Smith, 1990: Models for exceedances over high thresholds. J. R. Statist. Soc. B, 52 3, 393-442. Davison, A. C. and D. V. Hinkley, ...

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by S Das - 2008excesses over high thresholds, with an application. Springer, 461–482. Davidson, A. C., and Smith, R. L., 1990. Models for exceedances over high ...

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over high thresholds can be approximated by the GPD.” This result suggests we choose u high and ... R Smith (1987) proposed a tail estimator based on GPD ... Danish Krone from the years 1980 to 1990. The loss figure is a total ..... volatility models. Preprint, Center for Analytical Finance, University of Aarhus. ...

http://www.impan.pl/EMSsummerSchool/pdf/EVT_POT.pdf