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Items where Author is "Stupfler, Gilles"

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Number of items: 5.

Article

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2020) Tail expectile process and risk assessment. Bernoulli journal, 26 (1). pp. 531-556.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2020) ExpectHill estimation, extreme risk and heavy tails. Journal of Econometrics. pp. 1-54. (In Press)

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2019) Extreme M-quantiles as risk measures: From L1 to Lp optimization. Bernoulli journal, 25 (1). pp. 264-309.

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2018) Estimation of Tail Risk based on Extreme Expectiles. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 80 (2). pp. 263-292.

Monograph

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2017) Extreme M-quantiles as risk measures: From L1 to Lp optimization. TSE Working Paper, n. 17-841, Toulouse

This list was generated on Sun Jun 7 04:37:45 2020 CEST.