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Citations per year
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Cited by
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Since 2019
Citations
234
218
h-index
4
4
i10-index
3
3
0
60
30
2018
2019
2020
2021
2022
2023
2024
14
17
35
38
51
57
20
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3 articles
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Co-authors
Timo Dimitriadis
Heidelberg University, HITS Heidelberg
Verified email at awi.uni-heidelberg.de
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Sebastian Bayer
Unknown affiliation
No verified email
Financial Econometrics
Operations Research
Predictive Modelling
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Year
Regression based expected shortfall backtesting
S Bayer, T Dimitriadis
arXiv preprint arXiv:1801.04112
, 2018
90
2018
A joint quantile and Expected Shortfall regression framework
T Dimitriadis, S Bayer
Electronic Journal of Statistics 13 (1), 1823-1871
, 2019
78
2019
Combining Value-at-Risk forecasts using penalized quantile regressions
S Bayer
Econometrics and statistics 8, 56-77
, 2018
57
2018
esback: Expected Shortfall Backtesting
S Bayer, T Dimitriadis
R package version 0.1 1, 99
, 2017
9
2017
Three Essays on Improving Financial Risk Estimation, Forecasting and Backtesting
S Bayer
2018
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