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Institution

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Universität Duisburg-Essen
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Finanzmarktökonometrie

Address Universitätsstraße 12
45141 Essen
Deutschland

GERiT This institution in GERiT

45141 Essen

Projects

Heisenberg Grants
- Current projects
  - Forecasting and Evaluating Measures of Systemic Risk
    (Applicant Hoga, Yannick )
Research Grants
- Current projects
  - Predictive Regressions for Measures of Systemic Risk
    (Applicants Demetrescu, Matei ; Hoga, Yannick )
- Completed projects
  - Extending Backtests of Value-at-Risk and Expected Shortfall Forecasts
    (Applicant Hoga, Yannick )

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