Abdelaati Daouia

Abdelaati Daouia, and Yasser Abbas, “Understanding World Economy Dynamics Based on Indicators and Events”, TSE Working Paper, n. 23-1461, August 2023.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “An expectile computation cookbook”, TSE Working Paper, n. 23-1458, July 2023.

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Extreme expectile estimation for short-tailed data, with an application to market risk assessment”, TSE Working Paper, n. 23-1414, March 2023.

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “Inference for extremal regression with dependent heavy-tailed data”, TSE Working Paper, n. 22-1324, March 2022, revised August 29, 2023.

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler, “Optimal weighted pooling for inference about the tail index and extreme quantiles”, TSE Working Paper, n. 22-1322, March 2022, revised June 7, 2023.

Abdelaati Daouia, and Davy Paindaveine, “Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression”, TSE Working Paper, n. 19-1022, July 2019, revised February 2023.