Prof. Dr. Matei Demetrescu - TU Dortmund University
Hoga, Y. and Demetrescu, M. (2022). Monitoring Value-at-Risk and Expected Shortfall Forecasts. Management Science 69 (5), 2954-2971. DOI . Demetrescu, M., Georgiev, I., Rodrigues, P. M. M., and Taylor …