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Monograph

Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2023) Extreme expectile estimation for short-tailed data, with an application to market risk assessment. TSE Working Paper, n. 23-1414, Toulouse

Daouia, Abdelaati, Padoan, Simone A. and Stupfler, Gilles Claude (2022) Optimal weighted pooling for inference about the tail index and extreme quantiles. TSE Working Paper, n. 22-1322, Toulouse

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