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Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203

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Charpentier, Arthur; Flachaire, Emmanuel - In: Recent econometric techniques for macroeconomic and …, (pp. 355-387). 2021

The Pareto model is very popular in risk management, since simple analytical formulas can be derived for financial downside risk measures (value-at-risk, expected shortfall) or reinsurance premiums and related quantities (large claim index, return period). Nevertheless, in practice,...

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Trends in distributional characteristics : existence of global warming

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Quantile dependence of oil price movements and stock returns

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The distributive fairness of out-of-pocket healthcare expenditure in the Russian Federation

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Robust uniform inference for quantile treatment effects in regression discontinuity designs

Chiang, Harold D.; Hsu, Yu-Chin; Sasaki, Yuya - In: Journal of econometrics 211 (2019) 2, pp. 589-618

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Is there a risk and return relation?

Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101

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New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar - In: Emerging markets review 28 (2016), pp. 155-183

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Fitting a distribution to value-at-risk and expected shortfall, with an application to covered bonds

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Quantile dependence between foreign exchange market and stock market : the case of Korea

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