Follow
Philipp Gschöpf
Philipp Gschöpf
Doctoral Student, Humboldt University Berlin
Verified email at hu-berlin.de
Title
Cited by
Cited by
Year
Tail Event Risk Expectile based Shortfall
P Gschöpf, WK Härdle, A Mihoci
SFB 649 Discussion Paper 2015% 047, 2015
32015
Measuring risk with expectile based expected shortfall estimates
P Gschöpf
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014
32014
TERES-Tail Event Risk Expectile based Shortfall
P Gschöpf, WK Härdle, A Mihoci
Available at SSRN 2892597, 2015
22015
TERES
P Gschöpf, WK Härdle, A Mihoci
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015
2015
TERES-Tail Event Risk Expected Shortfall
P Gschöpf, WK Härdle, A Mihoci
M-Quantiles and Tail-Behavior
P Gschöpf, HDNST Series
The system can't perform the operation now. Try again later.
Articles 1–6