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Jean-Marie
D. Choffray
University of Liège and ESSEC Business School
Author's page on Amazon
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Jean-Marie
D. Choffray
University of Liège and ESSEC Business School
Author's page on ORBi
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Laurent
E. Bibard
ESSEC Business School
Bibard L. (2016) "Bounded rationalities, routines, and practical as well theoretical blindness: on the discrepancy between markets and corporations" published in "Extreme events in finance: a handbook of extreme value theory and its applications" edited by F. Longin, Wiley.
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Kam Fong
Chan
University of Queensland
Chan K.F. and Ph. Gray (2016) "Extreme value theory and risk management in electricity markets" published in Extreme events in finance: a handbook of extreme value theory and its applications edited by F. Longin, Wiley.
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Patrice
Bertail
MODAL'X University Paris Ouest
Bertail P., S. Clémençon and Ch. Tiller (2016) "Extreme values statistics for Markov chains with applications to finance and insurance" published in Extreme events in finance: a handbook of extreme value theory and its applications edited by F. Longin, Wiley
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François
M. Longin
ESSEC Business School
Longin F. (2000) "From VaR to stress testing : the extreme value approach" Journal of Banking and Finance, N°24, pp 1097-1130.
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Miguel
de Carvalho
The University of Edinburgh
de Carvalho M. (2016) "Statistics of extremes: challenges and opportunities" published in Extreme events in finance: a handbook of extreme value theory and its applications edited by F. Longin, Wiley.
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Pedro
Barroso
University of New South Wales
Barroso, P., & Santa-Clara, P. (2015). Momentum has its moments. Journal of Financial Economics, 116(1), 111-120.
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Ross
Leadbetter
University of North California at Chapel Hill
Leadbetter R. (2016) "Extremes under dependence: historical development and parallels with central limit theory" published in Extreme events in finance: a handbook of extreme value theory and its applications edited by F. Longin, Wiley.
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Konstantinos
Gkillas
University of Patras
Zografakis, N., Gillas, K., Pollaki, A., Profylienou, M., Bounialetou, F., & Tsagarakis, K. P. (2011). Assessment of practices and technologies of energy saving and renewable energy sources in hotels in Crete. Renewable Energy, 36(5), 1323-1328.
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