Simone Padoan
From MaRDI portal
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 |
Research outcomes over time
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