4 citations · 15 across the 21 of their papers we have counts for
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Dependence of multivariate extremes
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the ma…
Universal Fluctuations of AEX index
Rui Gonçalves, Helena Ferreira, Alberto Pinto
We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthe…
Universal Fluctuations of the FTSE100
Rui Gonçalves, Helena Ferreira, Alberto Pinto
We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Fur…
Universality in DAX index returns fluctuations
Rui Gonçalves, Helena Ferreira, Alberto Pinto
In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germa…