Editing Extreme value theory (section)

==External links==
{{refbegin |colwidth=25em |small=yes}}

* {{cite report
 |last1=Chavez-Demoulin |first1=Valérie
 |last2=Roehrl          |first2=Armin
 |date=8 January 2004
 |title=Extreme value theory can save your neck |lang=en
 |website=risknet.de
 |place=Germany
 |url=http://www.risknet.de/fileadmin/eLibrary/EVT-Paper-Roehrl-Chavez-Demoulin.pdf
}} — Easy non-mathematical introduction.

* {{cite report
 |title=Steps in applying extreme value theory to finance: A review
 |date=c. 2010  |publication-date=January 2010
 |website=bankofcanada.ca
 |publisher=Bank of Canada
 |url=http://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-20.pdf
}}

* {{cite journal
 |editor-last=Gumbel  |editor-first=E.J.  |editor-link=Emil Julius Gumbel
 |publication-date=1935  |orig-date=1933–1934
 |title=Les valeurs extrêmes des distributions statistiques |language=fr
 |trans-title=The statistical distributions of extreme values
 |journal=[[Annales de l'Institut Henri Poincaré]] 
 |volume=5  |issue=2  |pages=115–158
 |type=conference papers
 |via=numdam.org
 |place=France
 |url=http://www.numdam.org/item?id=AIHP_1935__5_2_115_0
 |access-date=2009-04-01  |format=pdf 
}} — Full-text access to conferences held by {{nobr| [[Emil Julius Gumbel|E.J. Gumbel]] }} in 1933–1934.

{{refend}}

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{{DEFAULTSORT:Extreme Value Theory}}
[[Category:Actuarial science]]
[[Category:Statistical theory]]
[[Category:Extreme value data]]
[[Category:Tails of probability distributions]]
[[Category:Financial risk modeling]]