Data: mat/Returns_Large.mat
T = 194 
k =   1 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.0564 (0.0507) 
sigma_mle = 0.5408 (0.0319) 
mu_mle = 2.4339 (0.0434) 
MLEs 90th quantile of GEV:   3.73 
95 percent CI for Xsi:  -0.04 to   0.15 
95 percent CI for 90th GEV quantile:   3.54 to   3.99 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   2.27 
   Test that mu = sigma/xsi and xsi = 1:  64.79 
   Test for constant parameters (Nyblom)    1.63 
   pvalue for Joint Test for constant parameters (Nyblom) and xsi = 1    0.00 
