Extreme Value Theory Modelling of the Behaviour of Johannesburg Stock Exchange Financial Market Data by Maashele Kholofelo Metwane, Daniel Maposa

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Modelling Long-Term Monthly Rainfall Variability in Selected Provinces of South Africa: Trend and Extreme Value Analysis Approaches by Vusi Ntiyiso Masingi, Daniel Maposa

“…The paper discusses the modelling of monthly rainfall extremes using the non-stationary generalised extreme value distribution (GEVD) which falls under the block maxima extreme value theory (EVT) approach. The maximum likelihood estimation method was used to obtain the estimates of the parameters. …”
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