id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
dem-4211	Fałdziński, Marcin	Application of Modified POT Method with Volatility Model for Estimation of Risk Measures	2009	10	.pdf	application/pdf	3733	131	61	The idea of new approach is completely based on the forecast capability from volatility model for time series (in this case it is GARCH model The parameters were estimated with the maximum likelihood method in case of GARCH models and the quasi-maximum likelihood method in the case of the SV models.	cache/dem-4211.pdf	txt/dem-4211.txt