Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2023) Extreme expectile estimation for short-tailed data, with an application to market risk assessment. TSE Working Paper, n. 23-1414, Toulouse
, Padoan, Simone A. and Stupfler, Gilles Claude
(2023)
Extreme expectile estimation for short-tailed data, with an application to market risk assessment.
TSE Working Paper, n. 23-1414, Toulouse