Prof. Dr. Matei Demetrescu - TU Dortmund University
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 [...] courses Case Studies Econometrics Panel Data Econometrics Statistical Theory Further courses Time Series Econometrics (Seminar) (Winter 2023/24) Forecasting in Data-Rich Environments (Seminar) (Winter 2022/23) [...] 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. …