2
Extreme Value Analysis and Copulas
2.1
Introduction
2.2
Multivariate Time Series
2.2.1
Copula Approach
2.2.2
Examples
2.2.3
Multivariate Extreme Value Approach
2.2.4
Examples
2.2.5
Copula Analysis for Multivariate Time Series
2.2.6
Examples
Bibliography