Figure 7. Evolution of maximum blocks over the years, histogram, Gumbel QQ-plot and plot development records for daily returns to daily returns of the index oil (Brent)

From

Risk Measurement in Commodities Markets Using Conditional Extreme Value Theory

Ahmed GHORBEL, Sameh SOUILMI

International Journal of Econometrics and Financial Management. 2014, 2(5), 188-205 doi:10.12691/ijefm-2-5-4