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Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Liu, Xiaochun - In: Journal of banking & finance 82 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011816457
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Markov-switching quantile autoregression : a Gibbs sampling approach
Liu, Xiaochun; Luger, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011897360
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Three essays on estimation, forecasting and evaluation of financial risk
Dimitriadis, Timo - 2018
Persistent link: https://www.econbiz.de/10012062878
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Regression-based expected shortfall backtesting
Bayer, Sebastian; Dimitriadis, Timo - 2022
Persistent link: https://www.econbiz.de/10013349110