Ramazan Gençay Department
of Economics
Simon Fraser University
Email: gencay@sfu.ca
EVIM: A Software Package for Extreme Value
Analysis in Matlab
by Ramazan Gençay, Faruk Selcuk and Abdurrahman Ulugulyagci, 2001.
Manual (pdf file) evim.pdf
Software (zip file) evim.zip
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