Ramos A, Ledford A. Modelling short-range temporal dependence within extremes of financial time series. In: Extremes in Vimeiro Today.; 2013. 1. p. 141-143p. Edit

Ramos A, Ledford A. Estimation of the extremal index function in case of asymptotically independent Markov chains and its application to stock market indices. Vol Recent Developments in Modeling and Applications in Statistics, Studies in Theoretical and Applied Statistics Springer 2013.Edit