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Research article

First published 2009-5

Modified Estimators of the Expected Shortfall

Deepak Jadhav, T.V. Ramanathan, U.V. Naik-Nimbalkar

Journal of Emerging Market Finance

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Research article

First published 2018-8

Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge

Noureddine Lehdili, Arshia Givi

Risk and Decision Analysis

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Research article

First published 2026-1

Intraday Risk Management of Cryptocurrency Returns During 2020–2021 Upsurge: A Conditional EVT Approach

Abhijit Roy

Business Perspectives and Research

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Research article

First published 2022

Efficacy of GARCH-EVT Model in Intraday Risk Management: Evidence from Severely Pandemic-affected Countries

Abhijit Roy

Global Business Review

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Research article

First published 2024-4

Idiosyncrasies of Intraday Risk in Emerging and Developed Markets: Efficacy of the MCS-GARCH Model and Extreme Value Theory

Aditya Banerjee, Samit Paul

Global Business Review

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Research article

First published 2015-10

Expectile and quantile regression—David and Goliath?

Linda Schulze Waltrup, Fabian Sobotka, Thomas Kneib [...]

Statistical Modelling

Open access

Research article

First published 2022

Pandemic Shortfall in Marriages and Divorces in the United States

Krista K. Westrick-Payne, Wendy D. Manning, Lisa Carlson

Socius: Sociological Research for a Dynamic World

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Research article

First published 2010

Estimating a Statewide Transportation Infrastructure Funding Shortfall Using Long-Range Plans of Metropolitan Planning Organizations

Alexander Bond, Jeff Kramer

Transportation Research Record: Journal of the Transportation Research Board

Open access

Research article

First published 2021-6

Planning for the Unknown: Local Government Strategies from the Fiscal Year 2021 Budget Season in Response to the COVID-19 Pandemic

Whitney Afonso

State and Local Government Review

Retricted access

Research article

First published 2004-01

The Downside Risk and Equity Evaluation: Emerging Market Evidence

Jianguo Chen, Dar-Hsin Chen

Journal of Emerging Market Finance

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