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Tail expectile process and risk assessment
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles - 2018
Persistent link: https://www.econbiz.de/10013490908
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ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati; Girard, Stéphane; Stupffer, Gilles - 2018
Persistent link: https://www.econbiz.de/10013492959
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Tail expectile-VaR estimation in the semiparametric Generalized Pareto model
Abbas, Yasser; Daouia, Abdelaati; Nemouchi, Boutheina; … - 2025
Persistent link: https://www.econbiz.de/10015192022