List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Tail risk inference via expectiles in heavy-tailed time series Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| ExtremeRisks | 2020-08-27 | Software |
| Joint inference on extreme expectiles for multivariate heavy-tailed distributions (available as arXiv preprint) | 2020-07-17 | Paper |
| Tail risk inference via expectiles in heavy-tailed time series Journal of Business and Economic Statistics | 2020-04-08 | Paper |
| Estimation of Tail Risk Based on Extreme Expectiles Journal of the Royal Statistical Society Series B: Statistical Methodology | 2017-10-10 | Paper |
Research outcomes over time
This page was built for person: Gilles Stupfler
