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README

### Suggested order of R Scripts for Chapter 5

05_Limiting_theorems_explained
   Visually explains the SLLN, CLT, Gnedenko's Theorem and the
   Pickands-Balkema-de Haan Theorem
05_MDA_Gumbel_speed_of_convergence.R
   Speed of convergence for various distributions in the Gumbel maximum domain of attraction
05_GEV_BMM_SP500.R
   Block maxima method applied to daily S&P 500 data from 1960 to 1987 crash
05_GEV_BMM_SP500_CIs_rlevels_rperiods.R
   Profile-likelihood-based CIs for return levels and periods (belongs to 05_GEV_BMM_SP500.R)
05_Mean_excess_plots.R
   Basic mean excess plots
05_GPD_Danish_data
   GPD analysis of excess losses over thresholds for Danish data
05_GPD_DJstock_data
   GPD analysis of excess losses over thresholds for weekly losses of a DJ stock