Prof. Dr. Matei Demetrescu - TU Dortmund University
Professor of statistics and applied econometrics at the University of Kiel 2010–2014 Professor of econometrics at the University of Bonn 2008–2010 Junior professor of applied econometrics at the Goethe [...] 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. …