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Extreme expectile estimation for short-tailed data.

• Authors : Daouia, Abdelaati¹ (AUTHOR) ; Padoan, Simone A.² (AUTHOR) ; Stupfler, Gilles³ (AUTHOR)

Subjects: *ESTIMATION theory; *DATA analysis; EXTREME value theory

• Source: Journal of Econometrics. Apr2024, Vol. 241 Issue 2, pN.PAG-N.PAG. 1p.

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Estimation of the adjusted standard‐deviatile for extreme risks.

• Authors : Chen, Haoyu¹ (AUTHOR); Mao, Tiantian¹ (AUTHOR); Yang, Fan² (AUTHOR)

Subjects: *TIME series analysis; ASYMPTOTIC expansions; EXTREME value theory

• Source: Scandinavian Journal of Statistics. Jun2024, Vol. 51 Issue 2, p643-671. 29p.

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Mean-variance portfolio with wealth and volatility dependent risk aversion.

• Authors : Liu, Shican¹ (AUTHOR)

Subjects: *RISK aversion; *ECONOMIC status; *CONTINUOUS time models

• Source: Quantitative Finance. Jun2024, Vol. 24 Issue 6, p735-751. 17p.

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Bootstrapping Extreme Value Estimators.

• Authors : de Haan, Laurens^1,2 (AUTHOR); Zhou, Chen^1,3 (AUTHOR)

Subjects: EXTREME value theory; ASYMPTOTIC expansions; CONFIDENCE intervals

• Source: Journal of the American Statistical Association. Mar2024, Vol. 119 Issue 545, p382-393. 12p.

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Preface: Special Issues in Memory of David Benney (Part II).

• Authors : Ablowitz, Mark J.¹; Yang, Jianke²

Subjects: ASYMPTOTIC expansionsBENNEY, David

• Source: Studies in Applied Mathematics. Aug2017, Vol. 139 Issue 2, p221-222. 2p.

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Second-order refinements for [formula omitted]-ratios with many instruments.

• Authors : Matsushita, Yukitoshi¹ (AUTHOR) ; Otsu, Taisuke^1,2 (AUTHOR)

Subjects: *REGRESSION analysis; MAXIMUM likelihood statistics; ASYMPTOTIC expansions

• Source: Journal of Econometrics. Feb2023, Vol. 232 Issue 2, p346-366. 21p.

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New asymptotic representations of the noncentral t‐distribution.

• Authors : Gil, Amparo¹ (AUTHOR); Segura, Javier² (AUTHOR); Temme, Nico M.³ (AUTHOR)

Subjects: ASYMPTOTIC expansions; INTEGRAL representations; ERROR functions

• Source: Studies in Applied Mathematics. Oct2023, Vol. 151 Issue 3, p857-882. 26p.

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An asymptotic expansion of eigenpolynomials for a class of linear differential operators.

• Authors : Borrego‐Morell, Jorge A.¹ (AUTHOR)

Subjects: *MATHEMATICS; LINEAR operators; ASYMPTOTIC expansions

• Source: Studies in Applied Mathematics. Oct2023, Vol. 151 Issue 3, p923-956. 34p.

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Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact.

• Authors : Ekren, Ibrahim¹ (AUTHOR); Nadtochiy, Sergey¹ (AUTHOR)

Subjects: *HEDGING (Finance); *OPTIONS (Finance); *MARKET prices

• Source: Mathematical Finance. Jan2022, Vol. 32 Issue 1, p172-225. 54p.

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Uniform asymptotic expansions for Lommel, Anger‐Weber, and Struve functions.

Subjects: *DIFFERENTIAL equations; AIRY functions; ASYMPTOTIC expansions

• Source: Studies in Applied Mathematics. Jan2022, Vol. 148 Issue 1, p340-372. 33p.

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