Tail and dependence behavior of levels that persist for a fixed period of time Marta FerreiraLuísa Canto e Castro OriginalPaper 09 November 2007 Pages: 113 - 133
Extreme value distribution of a recursive-type detector in a linear model Alexander AueMario Kühn OriginalPaper 22 January 2008 Pages: 135 - 166
Serial dependence in ARCH-models as measured by tail dependence coefficients Raymond Brummelhuis OriginalPaper 27 March 2008 Pages: 167 - 201
Maxima of random particles scores in Markov branching process with continuous time A. V. Lebedev OriginalPaper 27 March 2008 Pages: 203 - 216
