Search for: [Abstract = "In this paper we consider an Extreme Value Theory \(EVT\). The EVT developed as a counterpart of Value at Risk method \(VaR\). For this reason the EVT Models, POT and BMM models was coupled with the optimization and visualization tool EVIM within the MATLAB developing framework. Model input data are time series from Polish Stock Exchange \(WIG\). We compare aur outputs with other time series from various world stock exchanges."]

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