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Department of Statistics
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Research
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Areas
Econometrics
cs Hoga, Y. and M. Demetrescu (2023) Monitoring Value-at-Risk and Expected Shortfall Forecasts; Management Science 69 (5), 2954–2971. DOI Walsh, C. und Jentsch, C. (2023). Nearest Neighbor Matching: M-out-of-N …