Yannick Hoga

Universität Duisburg-Essen

Germany

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Articles (9)

Year:

2023

Year:

2023

Year:

2022

Year:

2022

Year:

2022

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2022

Year:

2021

Year:

2021

Year:

2020

Collaborators (2)

Timo Dimitriadis

Assistant Professor

Ruprecht Karls Universität Heidelberg

GERMANY

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Matei Demetrescu

Professor

Technische Universität Dortmund

GERMANY

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Yannick Hoga

Research Interests

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Articles (9)

Monitoring Value-at-Risk and Expected Shortfall Forecasts

Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability

Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting

Extremal Dependence-Based Specification Testing of Time Series

Quantifying the data-dredging bias in structural break tests

Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles

On Testing Equal Conditional Predictive Ability Under Measurement Error

The uncertainty in extreme risk forecasts from covariate-augmented volatility models

Where does the tail begin? An approach based on scoring rules

Collaborators (2)

Timo Dimitriadis

Matei Demetrescu

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