Timo Dimitriadis
Timo Dimitriadis
HITS Heidelberg, Universitšt Hohenheim
Verified email at h-its.org - Homepage
TitleCited byYear
A joint quantile and expected shortfall regression framework
T Dimitriadis, S Bayer
Electronic Journal of Statistics 13 (1), 1823-1871, 2019
Regression based expected shortfall backtesting
S Bayer, T Dimitriadis
arXiv preprint arXiv:1801.04112, 2018
Testing Forecast Rationality for Measures of Central Tendency
T Dimitriadis, AJ Patton, P Schmidt
arXiv preprint arXiv:1910.12545, 2019
Forecast Encompassing Tests for the Expected Shortfall
T Dimitriadis, J Schnaitmann
arXiv preprint arXiv:1908.04569, 2019
Three Essays on Estimation, Forecasting and Evaluation of Financial Risk
T Dimitriadis
How Informative Is High-Frequency Data for Tail Risk Estimation and Forecasting? An Intrinsic Time Perspective
T Dimitriadis, R Halbleib
GSDS Working Paper, 2018
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Articles 1–6