Resources for extreme value analysis
This part of the website is dedicated to resources for extreme value analysis:
Stock market crashes
The following content has been proposed by Matthieu Benavoli (Ace Finance Conseil).
The following content has been proposed by Giovanni Pagliardi (ESSEC Business School).
- Famous stock market crashes
- The Great stock market crash of October 1929
- Top 10 stock market crashes in US history
Statistical tools for extreme value analysis
The following content has been proposed by Stephen Chan (University of Manchester).