Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
1601.05261
Cited By
v1
v2
v3 (latest)
Statistical inference for expectile-based risk measures
20 January 2016
Volker Krätschmer
Henryk Zähle
Re-assign community
ArXiv (abs)
PDF
HTML
Papers citing
"Statistical inference for expectile-based risk measures"
4 / 4 papers shown
Title
Estimating value at risk: LSTM vs. GARCH
Weronika Ormaniec
Marcin Pitera
Sajad Safarveisi
Thorsten Schmidt
AIFin
56
1
0
21 Jul 2022
Estimating and backtesting risk under heavy tails
Marcin Pitera
Thorsten Schmidt
26
5
0
20 Oct 2020
Tail risk inference via expectiles in heavy-tailed time series
A. Davison
S. Padoan
Gilles Stupfler
49
17
0
08 Apr 2020
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
E. Beutner
Henryk Zähle
124
17
0
21 Oct 2015
1