tailriskpandemic/references.bib at main · emergentsystemslab/tailriskpandemic · GitHub

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@article{cirillo2020tail,
  title={Tail risk of contagious diseases},
  author={Cirillo, Pasquale and Taleb, Nassim Nicholas},
  journal={Nature Physics},
  volume={16},
  number={6},
  pages={606--613},
  year={2020},
  publisher={Nature Publishing Group}
}


@misc{webx,
  title = {Plague in the Ancient & Medieval World},
  howpublished = {\url{https://www.worldhistory.org/article/1528/plague-in-the-ancient--medieval-world/}},
  note = {Accessed: 2021-12-09}
}


@InCollection{web1,
 	author       =	{Mark, Joshua J.},
 	title        =	{Plague in the Ancient & Medieval World},
 	howpublished =	{\url{https://www.worldhistory.org/article/1528/plague-in-the-ancient--medieval-world/}},
 	year         =	{2021},
   publisher    =	{(Date accessed: 12.09.2021)}

 }

@InCollection{wiki,
	author       =	{Wikipedia},
	title        =	{List of epidemics},
	howpublished =	{\url{https://en.wikipedia.org/wiki/List_of_epidemics}},
	year         =	{2021},
  publisher    =	{(Date accessed: 12.09.2021)}

}

@InCollection{list,
author       =	{Franklin,George K.},
title        =	{List of Epidemics Compared to Coronavirus (COVID-19)},
howpublished =	{\url{https://listfist.com/list-of-epidemics-compared-to-coronavirus-covid-19}},
year         =	{2021},
publisher    =	{(Date accessed: 12.09.2021)}
}


@article{cirillo2013your,
  title={Are your data really Pareto distributed?},
  author={Cirillo, Pasquale},
  journal={Physica A: Statistical Mechanics and its Applications},
  volume={392},
  number={23},
  pages={5947--5962},
  year={2013},
  publisher={Elsevier}
}

@article{cirillo2016statistical,
  title={On the statistical properties and tail risk of violent conflicts},
  author={Cirillo, Pasquale and Taleb, Nassim Nicholas},
  journal={Physica A: Statistical Mechanics and its Applications},
  volume={452},
  pages={29--45},
  year={2016},
  publisher={Elsevier}
}

@article{cirillo2016expected,
  title={Expected shortfall estimation for apparently infinite-mean models of operational risk},
  author={Cirillo, Pasquale and Taleb, Nassim Nicholas},
  journal={Quantitative Finance},
  volume={16},
  number={10},
  pages={1485--1494},
  year={2016},
  publisher={Taylor \& Francis}
}


@book{coles2001introduction,
  title={An introduction to statistical modeling of extreme values},
  author={Coles, Stuart and Bawa, Joanna and Trenner, Lesley and Dorazio, Pat},
  volume={208},
  year={2001},
  publisher={Springer}
}


@article{de2010parameter1,
  title={Parameter estimation of the generalized Pareto distribution—Part I},
  author={de Zea Bermudez, P and Kotz, Samuel},
  journal={Journal of Statistical Planning and Inference},
  volume={140},
  number={6},
  pages={1353--1373},
  year={2010},
  publisher={Elsevier}
}

@article{de2010parameter2,
  title={Parameter estimation of the generalized Pareto distribution—Part II},
  author={de Zea Bermudez, P and Kotz, Samuel},
  journal={Journal of Statistical Planning and Inference},
  volume={140},
  number={6},
  pages={1374--1388},
  year={2010},
  publisher={Elsevier}
  }


  @article{choulakian2001goodness,
  title={Goodness-of-fit tests for the generalized Pareto distribution},
  author={Choulakian, Vartan and Stephens, Michael A},
  journal={Technometrics},
  volume={43},
  number={4},
  pages={478--484},
  year={2001},
  publisher={Taylor \& Francis}
}

@InCollection{Suhasini,
author       =	{Subba Rao,Suhasini},
title        =	{The Profile Likelihood},
howpublished =	{\url{https://web.stat.tamu.edu/~suhasini/teaching613/chapter3.pdf}},
year         =	{2021},
publisher    =	{(Date accessed: 12.09.2021)}
}

  @Misc{rstan,
    title = {{RStan}: the {R} interface to {Stan}},
    author = {{Stan Development Team}},
    note = {R package version 2.21.2},
    year = {2020},
    url = {http://mc-stan.org/},
  }


  @InCollection{Vehtari,
author       =	{Vehtari,Aki},
title        =	{Extreme value analysis and user defined probability functions in Stan},
howpublished =	{\url{https://mc-stan.org/users/documentation/case-studies/gpareto_functions.html}},
year         =	{2017},
publisher    =	{(Date accessed: 12.09.2021)}
}


  @InCollection{delphi,
author       =	{Reich,Nicholas and Tibshirani,Ryan and Ray,Evan and Rosenfeld,Roni },
title        =	{On the Predictability of COVID-19},
howpublished =	{\url{https://delphi.cmu.edu/blog/2021/09/30/on-the-predictability-of-covid-19/}},
year         =	{2021},
publisher    =	{(Date accessed: 12.09.2021)}
}


@article{taleb2020single,
  title={On single point forecasts for fat-tailed variables},
  author={Taleb, Nassim Nicholas and Bar-Yam, Yaneer and Cirillo, Pasquale},
  journal={International Journal of Forecasting},
  year={2020},
  publisher={Elsevier}
}