English | Français
[up] Up a level
Group by: Item Type | Date | No Grouping
Jump to: Monograph
Number of items: 1.

Monograph

Yasser, AbbasIdRef, Daouia, AbdelaatiIdRef, Nemouchi, BoutheinaIdRef and Stupfler, GillesIdRef (2025) Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. TSE Working Paper, n. 25-1607, Toulouse

This list was generated on Thu May 8 14:40:13 2025 CEST.
Contacter les gestionnaires fonctionnels du dépôt/archive "Toulouse Capitole Publications"
Toulouse Capitole Publications utilise le logiciel EPrints developpé à la School of Electronics and Computer Science de l'université de Southampton. Plus d'informations sur le logiciel.