Statistical Inference for Expectile-based Risk Measures
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Cited by:
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2024.
"Testing Granger non-causality in expectiles,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(1), pages 30-51, January.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022. "Testing Granger Non-Causality in Expectiles," Working Papers 202207, University of Liverpool, Department of Economics.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023. "Testing Granger Non-Causality in Expectiles," University of East Anglia School of Economics Working Paper Series 2023-02, School of Economics, University of East Anglia, Norwich, UK..
- Daouia, Abdelaati & Girard, Stéphane & Stupfler, Gilles, 2018. "Tail expectile process and risk assessment," TSE Working Papers 18-944, Toulouse School of Economics (TSE).
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