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2. Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns. (2023). Loperfido, Nicola ; Shushi, Tomer.
   In: Journal of Optimization Theory and Applications.
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3. Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis.
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4. The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick.
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5. Inference for extremal regression with dependent heavy-tailed data. (2022). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati.
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6. Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G.
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7. Weighted-average quantile regression. (2022). Chetverikov, Denis ; Tsyvinski, Aleh ; Liu, Yukun.
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8. Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S.
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9. Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models. (2021). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Girard, Stephane.
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10. A data-driven framework for consistent financial valuation and risk measurement. (2021). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy.
    In: European Journal of Operational Research.
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11. An Extensive Comparison of Some Well?Established Value at Risk Methods. (2021). Lettieri, Davi ; Ferioli, Eduardo ; Calmon, Wilson ; Pizzinga, Adrian ; Soares, Johann.
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12. Tax Progressivity and Wealth Inequality: Evidence from Forbes 400. (2021). Toda, Alexis Akira ; Sasaki, Yuya ; Lee, Ji Hyung ; Wang, Yulong.
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13. Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. (2020). Sarris, Alexandros ; Dotsis, George ; Triantafyllou, Athanasios.
    In: Journal of Agricultural Economics.
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14. A Three-Step Nonparametric Estimation of Conditional Value-At-Risk Admitting a Location-Scale Model. (2019). Mungaatu, Joseph K ; Mwita, Peter N ; Torsen, Emmanuel.
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15. Robust Inference about Conditional Tail Features: A Panel Data Approach. (2019). Wang, Yulong ; Sasaki, Yuya.
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16. A nonparametric copula approach to conditional Value-at-Risk. (2019). Dunn, Richard ; Geenens, Gery.
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17. Nonparametric Estimation of the Error Functional of a Location-Scale Model. (2018). Torsen, Emmanuel ; Mungatu, Joseph K ; Mwita, Peter N.
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18. Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Fang, Ying ; Cai, Zongwu ; Tian, Dingshi.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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19. A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander.
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20. Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory. (2012). Torero, Maximo ; Martins-Filho, Carlos ; Yao, Feng.
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