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2025
    Yasser, Abbas
, Daouia, Abdelaati
, Nemouchi, Boutheina
 and Stupfler, Gilles Claude
  
(2025)
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model.
TSE Working Paper, n. 25-1607, Toulouse
  
  
 
                        
                        
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