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Up a level- Journal of Economic Literature Classification (3)
- C - Mathematical and Quantitative Methods (3)
- C5 - Econometric Modeling (3)
- C53 - Forecasting and Other Model Applications (3)
- C5 - Econometric Modeling (3)
- C - Mathematical and Quantitative Methods (3)
Number of items at this level: 3.
Article
Daouia, Abdelaati
, Padoan, Simone A. and Stupfler, Gilles Claude
(2024)
Extreme expectile estimation for short-tailed data.
Journal of Econometrics, vol. 241 (n° 2).
Gourieroux, Christian, Monfort, Alain and Renne, Jean-Paul
(2022)
Required Capital for Long-Run Risks.
Journal of Economic Dynamics and Control, vol.144 (104502).
Monograph
Yasser, Abbas, Daouia, Abdelaati, Nemouchi, Boutheina and Stupfler, Gilles
(2025)
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model.
TSE Working Paper, n. 25-1607, Toulouse
