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1. Extreme Value Theory
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Author:
Haan, Laurens; Ferreira, Ana; Mikosch, Thomas V.; Robinson, Stephen M.; Resnick, Sidney I.
Publisher:
Springer New York 2006
Format:
e-book
2. Handbook of Financial Time Series
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Author:
Mikosch, Thomas; Andersen, Torben Gustav; Davis, Richard A.; Kreiß, Jens-Peter; Kreiß, Jens-Peter; Mikosch, Thomas V.
Publisher:
Springer Berlin Heidelberg 2009
Format:
e-book