  This study uses the link between extreme value laws and dynamical systems
theory to show that important dynamical quantities as the correlation
dimension, the entropy and the Lyapunov exponents can be obtained by fitting
observables computed along a trajectory of a chaotic systems. All this
information is contained in a newly defined Dynamical Extreme Index. Besides
being mathematically well defined, it is almost numerically effortless to get
as i) it does not require the specification of any additional parameter (e.g.
embedding dimension, decorrelation time); ii) it does not suffer from the
so-called curse of dimensionality. A numerical code for its computation is
provided.
