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Backtesting expected shortfall...
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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
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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
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:
4
Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
Saved in:
5
The macroeconomic effects of the 35-h workweek regulation in France
Du, Zaichao
;
Yin, Hua
;
Zhang, Lin
- In:
The B.E. journal of macroeconomics
13
(
2013
)
1
,
pp. 881-901
Persistent link: https://www.econbiz.de/10009789537
Saved in:
6
Home-purchase restriction, property tax and housing price in China : a counterfactual analysis
Du, Zaichao
;
Zhang, Lin
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 558-568
Persistent link: https://www.econbiz.de/10011503723
Saved in:
7
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
Saved in:
8
Competition and price dispersion : evidence from airline and high-speed rail competition in China
Du, Zaichao
;
Li, Han
;
Wei, Feng
;
Zhang, Lan
- In:
Industrial and corporate change
33
(
2024
)
3
,
pp. 670-693
Persistent link: https://www.econbiz.de/10014634233
Saved in:
9
Foreign buyer taxes and house prices in Canada : a tale of two cities
Du, Zaichao
;
Yin, Hua
;
Zhang, Lin
- In:
Journal of housing economics
55
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013264966
Saved in:
10
A simple and robust counterfactual impact evaluation
Du, Zaichao
;
Pei, Pei
- In:
Economics letters
207
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013169928
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