Application of Modified POT Method with Volatility Model for Estimation of Risk Measures Journal title: Dynamic Econometric Models Authors: Marcin Fałdziński Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Volatility Estimators in Econometric Analysis of Risk Transfer on Capital Markets Journal title: Dynamic Econometric Models Authors: Marcin Fałdziński, Magdalena Osińska Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Criteria for identifying maximum rainfall determined by the peaks-over-threshold (POT) method under the Polish Atlas of Rainfall Intensities (PANDa) project Journal title: Meteorology Hydrology and Water Management Research and Operational Applications Authors: Ewa Burszta-Adamiak, Paweł Licznar, Janusz Zaleski Subject(s):
STATISTICAL MODELLING OF ANNUAL MAXIMUM RAINFALL FOR BOTSWANA USING EXTREME VALUE THEORY Journal title: International Journal of Applied Mathematics & Statistical Sciences Authors: Wilson Moseki Thupeng Subject(s):
