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Publications by Faruk Selçuk

High Volatility, Thick Tails and Extreme Value Theory in Value-At-Risk Estimation

Insurance: Mathematics and Economics

English

Financial Earthquakes, Aftershocks and Scaling in Emerging Stock Markets

Physica A: Statistical Mechanics and its Applications

Condensed Matter Physics

English

EVIM: A Software Package for Extreme Value Analysis in MATLAB

Studies in Nonlinear Dynamics and Econometrics

Social Sciences

English

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