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 |
|---|---|---|
| On conditional risk estimation considering model risk Journal of Applied Statistics | 2020-12-03 | Paper |
| Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified Journal of Time Series Analysis | 2016-01-25 | Paper |
Research outcomes over time
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