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Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman, (2021)
Chapter 17. Quantile Prediction
Komunjer, Ivana, (2013)
Prediction of extremal expectile based on regression models with heteroscedastic extremes
Xu, Wen, (2022)
A Bayesian approach to statistical inference in stochastic DEA
Tsionas, Efthymios G., (2010)
Non-linearities and chaos : the case of the Greek economy
Tsionas, Efthymios G., (1991)
Clustering and meta-envelopment in data envelopment analysis
Tsionas, Efthymios G., (2023)