Zaichao Du

Available identifiers

zbMath Open du.zaichaoMaRDI QIDQ1623525

List of research outcomes

Publication	Date of Publication	Type
Powerful Backtests for Historical Simulation Expected Shortfall Models	2024-10-28	Paper
Nonparametric bootstrap tests for independence of generalized errors	2022-08-02	Paper
A nonparametric distribution-free test for serial independence of errors	2022-06-03	Paper
A simple and robust counterfactual impact evaluation	2021-09-16	Paper
Backtesting portfolio value‐at‐risk with estimated portfolio weights	2020-11-20	Paper
Testing for serial independence of panel errors	2018-11-23	Paper
Home-purchase restriction, property tax and housing price in China: a counterfactual analysis	2015-08-13	Paper

Research outcomes over time

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