Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach. - Khreshna Syuhada; Risti Nur'aini; Mahfudhotin (J. Appl. Math., 2020)

The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data. - Khreshna Syuhada; Arief Hakim; Risti Nur'aini (Commun. Stat. Simul. Comput., 2023)