Aymeric Thibault

According to our database, Aymeric Thibault authored at least 3 papers between 2016 and 2017.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2017

A multimodal asymmetric exponential power distribution: Application to risk measurement for financial high-frequency data.

Aymeric Thibault, Pascal Bondon

Proceedings of the 25th European Signal Processing Conference, 2017

2016

A skewed exponential power distribution to measure value at risk in electricity markets.

Aymeric Thibault, Pascal Bondon

Proceedings of the IEEE Statistical Signal Processing Workshop, 2016

Backtesting expected shortfall with a skewed exponential power distribution in electricity markets.

Aymeric Thibault, Pascal Bondon

Proceedings of the 24th European Signal Processing Conference, 2016