Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Extreme expectile estimation for short-tailed data, with an application to market risk assessment - MaRDI portal

Extreme expectile estimation for short-tailed data, with an application to market risk assessment

From MaRDI portal

Publication:6412940

Jump to:navigation, search

DOI10.1016/J.JECONOM.2024.105770arXiv2210.02056MaRDI QIDQ6412940

Simone A. Padoan, Abdelaati Daouia, Gilles Stupfler

Publication date: 5 October 2022

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

This page was built for publication: Extreme expectile estimation for short-tailed data, with an application to market risk assessment

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6412940&oldid=36076686"