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2. Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks

3. Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors

4. Using the Softplus Function to Construct Alternative Link Functions in Generalized Linear Models and Beyond

5. Nonstandard Errors

8. Non-Standard Errors

18. Non-Standard Errors

20. Smooth-Transition Regression Models for Non-Stationary Extremes.

23. Urban low emissions zones: A behavioral operations management perspective

24. Non-Standard Errors

25. Non-standard errors

26. Non-Standard Errors

31. LASSO-type penalization in the framework of generalized additive models for location, scale and shape

35. A semiparametric model for Generalized Pareto regression based on a dimension reduction assumption

38. A new methodological approach for error distributions selection in Finance

39. Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach.

41. Nonstandard errors

42. Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach

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