Citations (12)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (1)
Abdelaati Daouia, Irène Gijbels & Gilles Stupfler. (2019) Extremiles: A New Perspective on Asymmetric Least Squares. Journal of the American Statistical Association 114:527, pages 1366-1381.
Read now
Read now
Articles from other publishers (11)
Neha Gupta & Sagar Rohidas Chavan. (2023) Investigating the tail behaviour and associated risk with daily discharges in South Indian Rivers. Stochastic Environmental Research and Risk Assessment.
Crossref
Crossref
Klaus Grobys. (2023) Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. International Review of Financial Analysis 86, pages 102531.
Crossref
Crossref
Martin Eling & Kwangmin Jung. (2022) Heterogeneity in cyber loss severity and its impact on cyber risk measurement. Risk Management 24:4, pages 273-297.
Crossref
Crossref
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, M. Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li, Konstantia Litsiou, Spyros Makridakis, Gael M. Martin, Andrew B. Martinez, Sheik Meeran, Theodore Modis, Konstantinos Nikolopoulos, Dilek Önkal, Alessia Paccagnini, Anastasios Panagiotelis, Ioannis Panapakidis, Jose M. Pavía, Manuela Pedio, Diego J. Pedregal, Pierre Pinson, Patrícia Ramos, David E. Rapach, J. James Reade, Bahman Rostami-Tabar, Michał Rubaszek, Georgios Sermpinis, Han Lin Shang, Evangelos Spiliotis, Aris A. Syntetos, Priyanga Dilini Talagala, Thiyanga S. Talagala, Len Tashman, Dimitrios Thomakos, Thordis Thorarinsdottir, Ezio Todini, Juan Ramón Trapero Arenas, Xiaoqian Wang, Robert L. Winkler, Alisa Yusupova & Florian Ziel. (2022) Forecasting: theory and practice. International Journal of Forecasting 38:3, pages 705-871.
Crossref
Crossref
Nassim Nicholas Taleb, Yaneer Bar-Yam & Pasquale Cirillo. (2022) On single point forecasts for fat-tailed variables. International Journal of Forecasting 38:2, pages 413-422.
Crossref
Crossref
Klaus Grobys, Josephine Dufitinema, Niranjan Sapkota & James W. Kolari. (2022) What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis. Journal of International Financial Markets, Institutions and Money 77, pages 101534.
Crossref
Crossref
Pasquale Cirillo & Nassim Nicholas Taleb. (2020) Tail risk of contagious diseases. Nature Physics 16:6, pages 606-613.
Crossref
Crossref
F. Marta L. Di Lascio, Davide Giammusso & Giovanni Puccetti. (2018) A clustering approach and a rule of thumb for risk aggregation. Journal of Banking & Finance 96, pages 236-248.
Crossref
Crossref
Andrea Fontanari, Pasquale Cirillo & Cornelis W. Oosterlee. (2018) From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions. Insurance: Mathematics and Economics 78, pages 13-29.
Crossref
Crossref
F. Marta L. Di Lascio, Davide Giammusso & Giovanni Puccetti. (2017) A Clustering Approach and a Rule of Thumb for Risk Aggregation. SSRN Electronic Journal.
Crossref
Crossref
Andrea Fontanari, Pasquale Cirillo & Cornelis W. Oosterlee. (2017) From Concentration Profiles to Concentration Maps. New Tools for the Study of Loss Distributions.. SSRN Electronic Journal.
Crossref
Crossref