Efficient estimation for extreme value regression models of tail risks

No full text

Unpublished conference/Abstract (Scientific congresses and symposiums)

Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine

2023 • Japanese Association of Financial Econometrics and Engineering International Symposium on Quantitative Finance

Peer reviewed

Permalink
https://hdl.handle.net/2268/307187

No document available.

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Kratz, Marie; ESSEC

Usseglio-Carleve, Antoine; University of Avignon

Language :

English

Title :

Efficient estimation for extreme value regression models of tail risks

Publication date :

18 August 2023

Event name :

Japanese Association of Financial Econometrics and Engineering International Symposium on Quantitative Finance

Event organizer :

Japanese Association of Financial Econometrics and Engineering
Chuo University (Japan)

Event place :

Tokyo, Japan

Event date :

18-19 August 2023

By request :

Yes

Audience :

International

Peer reviewed :

Peer reviewed

Available on ORBi :

since 29 September 2023

Number of views

19 (3 by ULiège)

Number of downloads

0 (0 by ULiège)