This article presents the shape of the price change frequency distribution for the S&P 500 over approximately six decades on a daily basis, monthly basis and calendar year basis. The degree of ...

Tomlinson (1980) used the Extreme Value Type I (EV1) or Gumbel distribution to estimate frequencies of annual maximum storm rainfalls in New Zealand. This distribution did not satisfactorily fit all ...

The frequency distribution of concentrations of chemical elements has been investigated. Modern statistical methods for the analysis of large and small samples have been used. As a result of the work, ...

Operational risk reserves are still widely estimated using the loss distribution approach. The accuracy of the estimation depends heavily on the accuracy with which the extreme quantiles of the ...