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Professor Dr. Matei Demetrescu

Address Technische Universität Dortmund
Fakultät Statistik
Lehrstuhl Statistik und Ökonometrie
Vogelpothsweg 87
44227 Dortmund

ORCID-ID 0000-0003-0815-5384

Projects

As Applicant
- Current projects
  - Predictive Regressions for Measures of Systemic Risk (Research Grants)
- Completed projects
  - Approximation und Aggregation bei der Modellierung und Vorhersage persistenter Zeitreihen (Research Grants)
  - Time-varying dynamics in panel data sets with stochastic trends (Research Grants)
As Co-Investigator
- Completed projects
  - Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts (Research Grants)

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