Data: mat/Returns_Small.mat
T = 194 
k =   1 
MLEs with Hessian-based SEs (not correct, but nice to see) 
xsi_mle = 0.2750 (0.0647) 
sigma_mle = 0.6792 (0.0465) 
mu_mle = 2.8461 (0.0559) 
MLEs 90th quantile of GEV:   4.96 
95 percent CI for Xsi:   0.17 to   0.41 
95 percent CI for 90th GEV quantile:   4.58 to   5.53 
Some Test Statistics (5 percent CVs are 1.0) 
   Test that mu = sigma/xsi:   0.08 
   Test that mu = sigma/xsi and xsi = 1:  56.06 
   Test for constant parameters (Nyblom)    1.36 
