Prof. Dr. Matei Demetrescu
University, Bucharest Research Interests Forecasting Financial data Predictive modelling Forecast comparisons Complex data Large-N large-T panel data Cross-unit dependence Quantile panel regressions Publications [...] and Demetrescu, M. (2022). Monitoring Value-at-Risk and Expected Shortfall Forecasts. Management Science 69 (5), 2954-2971. DOI . Demetrescu, M., Georgiev, I., Rodrigues, P. M. M., and Taylor, A. M. R. [...] Further information . Teaching Regular courses Case Studies Econometrics Econometric Forecasting Panel Data Econometrics Statistical Theory Time Series Analysis Seminars on Time Series Econometrics and Forecasting …