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Escanciano, Juan Carlos
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Pei, Pei
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Du, Zaichao
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Zhu, Guangwei
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The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
2
A simple and robust estimator for linear regression models with strictly exogenous instruments
Escanciano, Juan Carlos
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 36-54
Persistent link: https://www.econbiz.de/10012166594
Saved in:
3
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2244
Persistent link: https://www.econbiz.de/10009655641
Saved in:
4
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2245
Persistent link: https://www.econbiz.de/10009983747
Saved in:
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