Extreme Value Modelling of the Monthly South African Industrial Index (J520) Returns: An Application of the Generalised Pareto Distribution. Statistics, Optimization & Information Computing, [S. l.], v. 10, n. 2, p. 383–400, 2021. DOI: 10.19139/soic-2310-5070-906. Disponível em: https://www.iapress.org/index.php/soic/article/view/906. Acesso em: 23 apr. 2026.