Modélisation d'une série financière via l'approche des valeurs extrêmes
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Abstract
Absolutely continuousprobabilitydistributionsknownasheavy-taileddistributions
retain enoughinformationintheirextremities.Theycanmodelthebehaviourofcertain
financial series.Inthismemoir,weuseadistributionbelongingtothisclasstomodela
certain financialindex