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Professor Jonathan Tawn

Distinguished Professor of Statistics

  1. Published

    Hedging the Black Swan: conditional heteroscedasticity and tail dependence in S&P500 and VIX

    Abbas, S., Poon, S-H. & Tawn, J. A., 09/2011, In : Journal of Banking and Finance. 35, 9, p. 2374-2387 14 p.

    Research output: Contribution to journalJournal article

  2. Published

    Bivariate extreme analysis of olympic swimming data

    Adam, M. B. & Tawn, J. A., 2012, In : Journal of Statistical Theory and Practice. 6, 3, p. 510-523 14 p.

    Research output: Contribution to journalJournal article

  3. Published

    Modification of Pickands' dependence function for ordered bivariate extreme value distribution

    Adam, M. B. & Tawn, J. A., 2011, In : Communications in Statistics - Theory and Methods. 40, 9, p. 1687-1700 14 p.

    Research output: Contribution to journalJournal article

  4. Published

    Modelling record times in sport with extreme value methods

    Adam, M. B. & Tawn, J. A., 01/2016, In : Malaysian Journal of Mathematical Sciences . 10, 1, p. 1-21 21 p.

    Research output: Contribution to journalJournal article

  5. Published

    Diagnostics for Pairwise Extremal Dependence in Spatial Processes.

    Ancona-Navarrete, M. A. & Tawn, J. A., 09/2002, In : Extremes. 5, 3, p. 271-285 15 p.

    Research output: Contribution to journalJournal article

  6. Published

    Extremal analysis of short series with out-liers: sea-levels and athletic records.

    Barão, I. & Tawn, J. A., 1999, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 48, 4, p. 469-487 19 p.

    Research output: Contribution to journalJournal article

  7. Forthcoming

    Inference for extreme values under threshold-based stopping rules

    Barlow, A., Sherlock, C. & Tawn, J., 10/04/2020, (Accepted/In press) In : Journal of the Royal Statistical Society: Series C (Applied Statistics).

    Research output: Contribution to journalJournal article

  8. Published

    A UK best-practice approach for extreme sea level analysis along complex topographic coastlines.

    Batstone, C., Lawless, M., Tawn, J. A., Horsburgh, K., Blackman, D. L., McMillan, A., Worth, D., Laeger, S. & Hunt, T., 1/10/2013, In : Ocean Engineering. 71, p. 28-39 12 p.

    Research output: Contribution to journalJournal article

  9. Published

    Models for the extremes of Markov chains.

    Borot, P. & Tawn, J. A., 12/1998, In : Biometrika. 85, 4, p. 851-867 17 p.

    Research output: Contribution to journalJournal article

  10. Published

    The multivariate Gaussian tail model: an application to oceanographic data.

    Bortot, P., Coles, S. G. & Tawn, J. A., 2000, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 49, 1, p. 31-49 19 p.

    Research output: Contribution to journalJournal article

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