Articles citing this article

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The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Comparative Analysis of Tail Risk in Emerging and Developed Equity Markets: An Extreme Value Theory Perspective

Sthembiso Dlamini and Sandile Charles Shongwe
International Journal of Financial Studies 14 (1) 11 (2026)
https://doi.org/10.3390/ijfs14010011

Determining the Most Suitable Distribution and Estimation Method for Extremes in Financial Data with Different Volatility Levels

Thusang J. Buthelezi and Sandile C. Shongwe
Journal of Risk and Financial Management 19 (2) 96 (2026)
https://doi.org/10.3390/jrfm19020096

Threshold Selection for Peak Over Threshold Models Using Logistic Regression

Temitope Comfort Iroko, Iliyasu Tukur and Victor Adeyanju
Earthline Journal of Mathematical Sciences 1021 (2025)
https://doi.org/10.34198/ejms.15625.10211036