# Tail Risk Inference via Expectiles in Heavy-Tailed Time Series

> Research article (Journal of Business and Economic Statistics, 2022) · cited 25× · AI/ML

**Wikidata**: [openalex:W3205009003](https://www.wikidata.org/wiki/openalex:W3205009003)  
**Source**: https://4ort.xyz/entity/tail-risk-inference-via-expectiles-in-heavy-tailed-time-series