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
Sjoerd Stevens , Sjoerd Stevens
Ana-Maria Tecuci , Ana-Maria Tecuci
Justus Holman , Justus Holman
Ali Abedi , Ali Abedi
Dewy Jungslager , Dewy Jungslager
Fengtao Wan , Fengtao Wan
Eveline Wilgenkamp , Eveline Wilgenkamp
Zhuoyu Shi , Zhuoyu Shi
Lucas van Montfort , Lucas van Montfort
Bernhard van der Sluis , Bernard van der Sluis
Ruoying Dai , Ruoying Dai
Ruben Eschauzier , Ruben Eschauzier
Stan Thijssen
Roger de Jong
Floris Holstege , Floris Holstege
Hyejin Kim
Chao Liang
Marcus Müller