| Extreme correlation of international equity markets F Longin, B Solnik The journal of finance 56 (2), 649-676, 2001 | 3584 | 2001 |
| Is the correlation in international equity returns constant: 1960–1990? F Longin, B Solnik Journal of international money and finance 14 (1), 3-26, 1995 | 2645 | 1995 |
| From value at risk to stress testing: The extreme value approach FM Longin Journal of Banking & Finance 24 (7), 1097-1130, 2000 | 876 | 2000 |
| The asymptotic distribution of extreme stock market returns FM Longin Journal of business, 383-408, 1996 | 820 | 1996 |
| The choice of the distribution of asset returns: How extreme value theory can help? F Longin Journal of Banking & Finance 29 (4), 1017-1035, 2005 | 159 | 2005 |
| Optimal margin level in futures markets: Extreme price movements FM Longin Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999 | 150 | 1999 |
| Beyond the VaR. FM Longin Journal of derivatives 8 (4), 36-48, 2001 | 94 | 2001 |
| Extreme events in finance: A handbook of extreme value theory and its applications F Longin John Wiley & Sons, 2016 | 80 | 2016 |
| The threshold effect in expected volatility: A model based on asymmetric information FM Longin The Review of Financial Studies 10 (3), 837-869, 1997 | 77 | 1997 |
| Is Bitcoin the new digital gold? Evidence from extreme price movements in financial markets K Gkillas, F Longin Evidence From Extreme Price Movements in Financial Markets (January 18, 2019), 2019 | 63 | 2019 |
| Minimal returns and the breakdown of the price-volume relation P Balduzzi, H Kallal, F Longin Economics Letters 50 (2), 265-269, 1996 | 33 | 1996 |
| Value at Risk: Une nouvelle approche fondée sur les valeurs extrêmes F Longin Annales d'économie et de statistique, 23-51, 1998 | 23 | 1998 |
| Optimal Margin Levels in Futures Markets: A Parametric Extreme-Based Method FM Longin London Business School Institute of Finance and Accounting Working Paper 192, 1999 | 22 | 1999 |
| Portfolio insurance and market crashes F Longin Journal of Asset Management 2 (2), 136-161, 2001 | 21 | 2001 |
| Cryptocurrency market activity during extremely volatile periods P Katsiampa, K Gkillas, F Longin Available at SSRN 3220781, 2018 | 20 | 2018 |
| Tail relation between return and volume in the US stock market: An analysis based on extreme value theory F Longin, G Pagliardi Economics Letters 145, 252-254, 2016 | 20 | 2016 |
| Extreme movements in Bitcoin prices: A study based on extreme value theory S Gangwal, F Longin Work. Paper Ser 8, 1-17, 2018 | 17 | 2018 |
| Stock market crashes: Some quantitative results based on extreme value theory F Longin Derivatives Use, Trading and Regulation 7, 197-205, 2001 | 16 | 2001 |
| Financial market activity under capital controls: Lessons from extreme events K Gkillas, F Longin Economics Letters 171, 10-13, 2018 | 14 | 2018 |
| Implied correlation from VaR J Cotter, F Longin arXiv preprint arXiv:1103.5655, 2011 | 14 | 2011 |
Bruno SOLNIKProfessor of FinanceAdresse e-mail validée de ust.hk
