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Number of items: 5.

2017

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

Daouia, AbdelaatiIdRef, Girard, StéphaneIdRef and Stupfler, GillesIdRef (2017) Estimation of Tail Risk based on Extreme Expectiles. TSE Working Paper, n. 15-566, Toulouse

2018

Daouia, AbdelaatiIdRef, Girard, StéphaneIdRef and Stupfler, GillesIdRef (2018) ExpectHill estimation, extreme risk and heavy tails. TSE Working Paper, n. 18-953, Toulouse

Daouia, AbdelaatiIdRef, Girard, StéphaneIdRef and Stupfler, GillesIdRef (2018) Tail expectile process and risk assessment. TSE Working Paper, n. 18-944, Toulouse

2021

Daouia, AbdelaatiIdRef, Gijbels, IreneIdRef and Stupfler, Gilles (2021) Extremile Regression. TSE Working Paper, n. 21-1176, Toulouse

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