Q6073567
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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 |
|---|---|---|
| Conditional generalized quantiles as systemic risk measures: properties, estimation, and application Mathematics and Computers in Simulation | 2025-07-23 | Paper |
| Multivariate copula-based conditional quantiles: analytic higher-order moments and ratio estimation approaches Journal of Statistical Computation and Simulation | 2025-06-26 | Paper |
| Generalized coefficients of clustering in (un)directed and (un)weighted networks: an application to systemic risk quantification for cryptocoin markets Communications in Nonlinear Science and Numerical Simulation | 2024-06-07 | Paper |
| Compound Poisson-Lindley process with sarmanov dependence structure and its application for premium-based spectral risk forecasting Applied Mathematics and Computation | 2024-04-18 | Paper |
| The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data Communications in Statistics. Simulation and Computation | 2023-09-18 | Paper |
Research outcomes over time
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