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Search: subject:"Expectile"
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Risikomaß
30
Risk measure
30
Expectile
23
Regression analysis
22
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22
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22
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21
expectile
21
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quantile
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fMRI
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Härdle, Wolfgang
12
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11
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7
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6
Hamidi, Benjamin
6
Osipenko, Maria
5
Tong, Howell
5
Tran, Ngoc Mai
5
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5
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4
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4
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4
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4
Cai, Jun
3
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3
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3
Girard, Stéphane
3
Guo, Mengmeng
3
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3
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3
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3
Anastasiadou, Zografia
2
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2
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2
Jurkatis, Simon
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2
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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ECONIS (ZBW)
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EconStor
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subject:"expertise"
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21
Single-index
expectile
models for estimating conditional value at risk and expected shortfall
Jiang, Rong
;
Hu, Xueping
;
Yu, Keming
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10013187986
Saved in:
22
Bayesian semi-parametric realized conditional autoregressive
expectile
models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
23
Prediction of extremal
expectile
based on regression models with heteroscedastic extremes
Xu, Wen
;
Hou, Yanxi
;
Li, Deyuan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 522-536
Persistent link: https://www.econbiz.de/10013533450
Saved in:
24
Shadow prices and abatement cost of soil erosion in Shaanxi Province, China : convex
expectile
regression approach
Wen, Xiaojie
;
Yao, Shunbo
;
Sauer, Johannes
- In:
Ecological economics : the transdisciplinary journal of …
201
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013503732
Saved in:
25
Estimation of expected shortfall using quantile regression : a comparison study
Christou, Eliana
;
Grabchak, Michael
- In:
Computational economics
60
(
2022
)
2
,
pp. 725-753
Persistent link: https://www.econbiz.de/10013380827
Saved in:
26
How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?
Härdle, Wolfgang Karl
;
Ling, Chengxiu
-
2018
and the
expectile
-quantile transformation level in an epsiloncontamination neighbourhood. The findings give the different …
Persistent link: https://www.econbiz.de/10012433159
Saved in:
27
Assessing tail risk using
expectile
regressions with partially varying coefficients
Cai, Zongwu
;
Fang, Ying
;
Tian, Dingshi
-
2018
Persistent link: https://www.econbiz.de/10011965749
Saved in:
28
Econometric modeling of risk measures : a selective review of the recent literature
Tian, Dingshi
;
Cai, Zongwu
;
Fang, Ying
-
2018
Persistent link: https://www.econbiz.de/10011965814
Saved in:
29
Tail
expectile
process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
30
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013492959
Saved in:
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