[1] Härdle, W., M. Müller, S. Sperlich, and A. Werwatz: 2004, Nonparametric and
semiparametric models. Springer Verlag.
[2] Wuertz, D., many others, and see the SOURCE file: 2009, ‘fExtremes:
Rmetrics - Extreme Financial Market Data’. R package version 290.76.