Suchergebnisse

Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH (p, q) processes

On the Relation between Extremal Dependence and Concomitants

In: ESSEC Business School Research Paper No. 2023-1

Managing Cyber Risk, a Science in the Making

In: ESSEC Business School Research Paper No. 2024-01

Comparing Multivariate Distributions: A Novel Approach Using Optimal Transport-based Plots

In: ESSEC Business School Research Paper

From Geometric Quantiles to Halfspace Depths: A Geometric Approach for External Behaviour

In: ESSEC Business School Research Paper No. 2307

Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks

In: ESSEC Business School Research Paper No. 2023-02

Building up Cyber Resilience by Better Grasping Cyber Risk Via a New Algorithm for Modelling Heavy-Tailed Data

In: ESSEC Business School Research Paper No. 2210

Predicting Risk with Risk Measures: An Empirical Study

In: ESSEC Working Paper 1803, February 2018