Project Details
Person
Professor Dr. Yannick Hoga
Address
Universität Duisburg-Essen
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Finanzmarktökonometrie
Universitätsstraße 12
45141 Essen
ORCID-ID 0000-0002-6332-5561
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As Applicant
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Current projects
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Forecasting and Evaluating Measures of Systemic Risk (Heisenberg Grants)
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Predictive Regressions for Measures of Systemic Risk (Research Grants)
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Completed projects
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Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts (Research Grants)
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Current projects
