| Forecast encompassing tests for the expected shortfall T Dimitriadis, J Schnaitmann International Journal of Forecasting 37 (2), 604-621, 2021 | 14 | 2021 |
| Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary T Dimitriadis, X Liu, J Schnaitmann Journal of Financial Econometrics 21 (2), 412-444, 2023 | 6 | 2023 |
| A Regularized Factor-augmented Vector Autoregressive Model M Daniele, J Schnaitmann arXiv preprint arXiv:1912.06049, 2019 | 1 | 2019 |
| Essays in Modern Time Series Econometrics with Applications in Macroeconomics and Finance J Schnaitmann | | 2021 |
| Empirical Asset Pricing in a DSGE Framework: Reconciling Calibration and Econometrics using Partial Indirect Inference J Grammig, J Schnaitmann, D Elshiaty Available at SSRN 3648085, 2020 | | 2020 |
| Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary [Previous title T Dimitriadis, X Liu, J Schnaitmann Available at SSRN 3497321, 2019 | | 2019 |
| A Regularized Structural Factor-augmented Vector Autoregressive Model M Daniele, J Schnaitmann GSDS-Graduate School of Decision Sciences, University of Konstanz, 2019 | | 2019 |
Timo DimitriadisHeidelberg University, HITS HeidelbergVerified email at awi.uni-heidelberg.de
