Yannick Hoga

Available identifiers

zbMath Open hoga.yannickMaRDI QIDQ511998

List of research outcomes

Publication	Date of Publication	Type
Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models	2024-11-08	Paper
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability	2024-10-28	Paper
Extremal Dependence-Based Specification Testing of Time Series	2024-03-06	Paper
On Testing Equal Conditional Predictive Ability Under Measurement Error	2024-03-05	Paper
Testing for changes in (extreme) VaR	2022-08-02	Paper
Quantifying the data-dredging bias in structural break tests	2022-04-07	Paper
Where does the tail begin? An approach based on scoring rules	2022-03-04	Paper
Extending the Limits of Backtesting via the ‘Vanishing p’‐Approach	2019-10-18	Paper
A structural break test for extremal dependence in β-mixing random vectors	2018-12-10	Paper
Detecting Tail Risk Differences in Multivariate Time Series	2018-09-28	Paper
CHANGE POINT TESTS FOR THE TAIL INDEX OFβ-MIXING RANDOM VARIABLES	2017-09-15	Paper
Monitoring multivariate time series	2017-02-23	Paper
Sequential monitoring of the tail behavior of dependent data	2016-12-22	Paper

Research outcomes over time

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