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~language:"eng"
~person:"Daouia, Abdelaati"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~type_genre:"Working Paper"
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Estimation theory
Kapitaleinkommen
Risk management
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6
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Risk measure
6
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6
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6
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4
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Daouia, Abdelaati
McAleer, Michael
23
Stoja, Evarist
10
Allen, David E.
9
Daníelsson, Jón
7
Härdle, Wolfgang
7
Caporin, Massimiliano
6
Cai, Zongwu
5
Farkas, Walter
5
Gouriéroux, Christian
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5
Polanski, Arnold
5
Pérez Amaral, Teodosio
5
Stupfler, Gilles
5
Vries, Casper G. de
5
Asai, Manabu
4
Billio, Monica
4
Broll, Udo
4
Chang, Chia-Lin
4
Fermanian, Jean-David
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Giudici, Paolo
4
Haas, Markus
4
Lucas, André
4
Mittnik, Stefan
4
Paolella, Marc S.
4
Pelizzon, Loriana
4
Scaillet, Olivier
4
Scharth, Marcel
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3
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3
Bauwens, Luc
3
Bi̇rbi̇l, Ş. İlker
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3
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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
Saved in:
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
Saved in:
3
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
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
Saved in:
6
Assessing coherent
value-at-risk
and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
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