1. Causal mechanism of extreme river discharges in the upper Danube basin network. Issue 4 (23rd May 2020) Authors: Mhalla, Linda; Chavez‐Demoulin, Valérie; Dupuis, Debbie J. Journal: Journal of the Royal Statistical Society Issue: Volume 69:Issue 4(2020) Page Start: 741 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Causal Mechanism of Extreme River Discharges in the Upper Danube Basin Network. Issue 4 (23rd May 2020) Authors: Mhalla, Linda; Chavez-Demoulin, Valérie; Dupuis, Debbie J. Journal: Journal of the Royal Statistical Society Issue: Volume 69:Issue 4(2020) Page Start: 741 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements. (11th January 2018) Authors: Bee, Marco; Dupuis, Debbie J.; Trapin, Luca Journal: Journal of applied econometrics Issue: Volume 33:Number 3(2018) Page Start: 398 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Robust Conditional Variance and Value-at-Risk Estimation. (11th August 2014) Authors: Dupuis, Debbie J.; Papageorgiou, Nicolas; Rémillard, Bruno Journal: Journal of financial econometrics Issue: Volume 13:Number 4(2015:Autumn) Page Start: 896 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. US stock returns: are there seasons of excesses?. Issue 9 (1st September 2016) Authors: Bee, Marco; Dupuis, Debbie J.; Trapin, Luca Journal: Quantitative finance Issue: Volume 16:Issue 9(2016) Page Start: 1453 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗