Laura Garcia-Jorcano
From MaRDI portal
Person:2203428
Available identifiers
zbMath Open garcia-jorcano.lauraMaRDI QIDQ2203428
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
A dominance approach for comparing the performance of VaR forecasting models | 2020-10-06 | Paper |
Backtesting extreme value theory models of expected shortfall | 2019-09-26 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Laura Garcia-Jorcano