DUPUIS, Debbie J., ENGELKE, Sebastian, TRAPIN, Luca;
« Modeling panels of extremes »,
Annals of Applied Statistics, vol. 17, no 1, 2023, p. 498-517.
MHALLA, Linda, CHAVEZ-DEMOULIN, Valérie, DUPUIS, Debbie J.;
« Causal mechanism of extreme river discharges in the upper Danube basin network »,
Journal of the Royal Statistical Society Series C-Applied Statistics, vol. 69, no 4, 2020, p. 741-764.
BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca;
« Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures »,
Journal of Financial Econometrics, vol. 17, no 2, 2019, p. 254-283.
BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca;
« Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements »,
Journal of Applied Econometrics, vol. 33, no 3, 2018, p. 398-415.