Reiss and Thomas' automatic selection of the number of extremes. - Cláudia Neves; M. Isabel Fraga Alves (Comput. Stat. Data Anal., 2004)

PORT Hill and Moment Estimators for Heavy-Tailed Models. - M. Ivette Gomes; M. Isabel Fraga Alves; Paulo Araújo Santos (Commun. Stat. Simul. Comput., 2008)

Extreme nitriding limits in aluminium extrusion. - Cláudia Neves; M. Ivette Gomes; M. Isabel Fraga Alves (Int. J. Math. Model. Numer. Optimisation, 2011)

Extreme Value Distributions. - M. Isabel Fraga Alves; Cláudia Neves (International Encyclopedia of Statistical Science, 2011)

A new class of independence tests for interval forecasts evaluation. - Paulo Araújo Santos; M. Isabel Fraga Alves (Comput. Stat. Data Anal., 2012)

Forecasting Value-at-Risk with a duration-based POT method. - Paulo Araújo Santos; M. Isabel Fraga Alves (Math. Comput. Simul., 2013)