Browsing All of EconStor by Author Dimitriadis, Timo
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2019 | How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice | Halbleib, Roxana; Dimitriadis, Timo |
2020 | Testing forecast rationality for measures of central tendency | Dimitriadis, Timo; Patton, Andrew J.; Schmidt, Patrick W. |
2020 | Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary | Dimitriadis, Timo; Liu, Xiaochun; Schnaitmann, Julie |
2023 | Osband’s principle for identification functions | Dimitriadis, Timo; Fissler, Tobias; Ziegel, Johanna |
2024 | Kullback-Leibler-based characterizations of score-driven updates | de Punder, Ramon; Dimitriadis, Timo; Lange, Rutger-Jan |