EURASIP Open Library

Conference proceedings 1996-2017


By Year

Co-Authors

All publications by Thibault, Aymeric displayed in reverse chronological order (clear)


A Multimodal Asymmetric Exponential Power Distribution: Application To Risk Measurement For Financial High-Frequency Data

Authors (alphabetically): Bondon, Pascal; Thibault, Aymeric;

EUSIPCO, Kos island, Greece, 2017


Backtesting Expected Shortfall With A Skewed Exponential Power Distribution In Electricity Markets

Authors (alphabetically): Bondon, Pascal; Thibault, Aymeric;

EUSIPCO, Budapest, Hungary, 2016