Regime-Switching Flexible (Quasi) Score-Driven Models: Analyzing and Forecasting Portfolio Risks through Value at Risk and Expected Shortfall
Valentino Hägg
- Research Master Defense
Valentino Hägg
Caio Vieira Rego , Caio Vieira Rego
Ana-Maria Tecuci , Ana-Maria Tecuci
Ruoying Dai , Ruoying Dai
Roger de Jong
Jing Xian
Jihao Li
Diego Dabed Sitnisky
Dingli Wu , Dingli Wu
Bob Rombach
Paul Stroet , Paul Stroet
Yuchen Ning
Xiang Li