List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Modeling and backtesting systemic risk measures: the case of CoES Econometric Reviews | 2026-03-09 | Paper |
| Powerful Backtests for Historical Simulation Expected Shortfall Models Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| Nonparametric bootstrap tests for independence of generalized errors Econometrics Journal | 2022-08-02 | Paper |
| A nonparametric distribution-free test for serial independence of errors Econometric Reviews | 2022-06-03 | Paper |
| A simple and robust counterfactual impact evaluation Economics Letters | 2021-09-16 | Paper |
| Backtesting portfolio value‐at‐risk with estimated portfolio weights Journal of Time Series Analysis | 2020-11-20 | Paper |
| Testing for serial independence of panel errors Computational Statistics and Data Analysis | 2018-11-23 | Paper |
| Home-purchase restriction, property tax and housing price in China: a counterfactual analysis Journal of Econometrics | 2015-08-13 | Paper |
Research outcomes over time
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