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~person:"Du, Zaichao"
~person:"Mayoral, Silvia"
~type_genre:"Article in journal"
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Du, Zaichao
Mayoral, Silvia
Escanciano, Juan Carlos
29
Lewbel, Arthur
4
Choi, Jinho
3
Caetano, Carolina
2
Chen, Bin
2
Delgado, Miguel A.
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Jacho-Chávez, David
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Jacho-Chávez, David T.
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Pei, Pei
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ECONIS (ZBW)
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1
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
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
3
A nonparametric distribution-free test for serial independence of errors
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1011-1034
Persistent link: https://www.econbiz.de/10011483448
Saved in:
4
Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos
;
Mayoral, Silvia
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 106-120
Persistent link: https://www.econbiz.de/10003822450
Saved in:
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