Group by: Creators | Item Type | Date
Jump to: 2022 | 2024 | 2025
Number of items at this level: 3.

2022

Gourieroux, ChristianIdRef, Monfort, Alain and Renne, Jean-PaulIdRef (2022) Required Capital for Long-Run Risks. Journal of Economic Dynamics and Control, vol.144 (104502).

2024

Daouia, AbdelaatiIdRef, Padoan, Simone A. and Stupfler, Gilles ClaudeIdRef (2024) Extreme expectile estimation for short-tailed data. Journal of Econometrics, vol. 241 (n° 2).

2025

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 Sat Apr 26 07:29:07 2025 CEST.