Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?
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Castillo-Brais, B., León, A. & J. Mora.
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Review of Economics and
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Bleichrodt, H.
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Rodríguez-Planas, N., Sanz-de-Galdeano, A., & A. Terskaya
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Ferreira, F., Messina, J., & S. Firpo
World Bank Economic Review – 2022
Busso, M, Camacho, J, Messina, J., & G. Montenegro
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Carlsson, M., Messina, J., & O. Nordström-Skans (2021)
Economic Journal – 2021
Messina, J. & J. Silva
World Bank Economic Review – 2021
Fernández, M. & J. Messina
Journal of Development Economics – 2018
Carlsson, M, J. Messina & O. Nordström-Skans
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