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~accessRights:"free"
~person:"Daouia, Abdelaati"
~subject:"Estimation theory"
~subject:"Finanzkrise"
~subject:"Kreditrisiko"
~subject:"Risk"
~subject:"Volatilität"
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Daouia, Abdelaati
McAleer, Michael
60
Allen, David E.
29
Stoja, Evarist
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Pérez Amaral, Teodosio
15
Wang, Ruodu
14
Chang, Chia-Lin
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Powell, Robert
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Mittnik, Stefan
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Prokopczuk, Marcel
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Scharth, Marcel
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Dhaene, Jan
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Embrechts, Paul
7
Härdle, Wolfgang
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Lucas, André
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Raupach, Peter
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Rosazza Gianin, Emanuela
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Singh, Abhay Kumar
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Vries, Casper G. de
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Asimit, Alexandru Vali
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Billio, Monica
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Cai, Zongwu
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Chlebus, Marcin
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Daníelsson, Jón
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Degiannakis, Stavros Antonios
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Paolella, Marc S.
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Tsanakas, Andreas
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Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
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2
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
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3
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
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4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
5
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
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