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

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

GFC-robust risk management under the Basel Accord using extreme value methodologies. - Juan-Angel Jimenez-Martin; Michael McAleer; Teodosio Pérez-Amaral; Paulo Araújo Santos (Math. Comput. Simul., 2013)

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