Robust Forecast Evaluation of Expected Shortfall
Johanna F. Ziegel (University of Bern, Switzerland)
- Seminars Econometric Institute
Johanna F. Ziegel (University of Bern, Switzerland)
Mingli Chen (Warwick University, United Kingdom)
Andros Kourtellos (Cyprus University, Cyprus)
Emilio Porcu (Newcastle University, United Kingdom & University Federico Santa Maria, Spain)
Arthur Lewbel (Boston College, United States)
Ana Galvao (Warwick University, United Kingdom)
Julia Schaumburg , Julia Schaumburg (VU Amsterdam)
Marc Hallin (Université libre de Bruxelles, Belgium)
Arun Chandrasekhar (Stanford University, United States)
Martin Weidner (University College London, United Kingdom)
Liangjun Su (Singapore Management University, Singapore)
Drew Creal (University of Chicago, United States)
Zhipeng Liao (University of California, Los Angeles, United States)
Kirill Evdokimov (Princeton University, USA)
Yanqin Fan (University of Washington, United States)
Joris Pinkse (Penn State University , United States)
Francesco Ravazzolo (Free University of Bozen/Bolzano)
Chu-Ann Liu (Academia Sinica, Taiwan)
Matthieu de Lapparent (Ecole Polytechnique Fédérale de Lausanne, Switzerland)
Bruno Jacobs (Erasmus University Rotterdam)