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Yannick Hoga · Study

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Yannick Hoga

4 works· latest 2023· 1 institutionscluster: provisionalORCID 0000-0002-6332-5561

h-index4

i104

Citations118

Works here4

16

18

22

23

Most cited in this library

Monitoring Value-at-Risk and Expected Shortfall Forecasts2022 · 35 citations
Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models2018 · 35 citations
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability2023 · 27 citations
Monitoring multivariate time series2016 · 21 citations

Works

4 shown

Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability

Journal of Business and Economic Statistics·2023·2 authors·Open access

27citations

Monitoring Value-at-Risk and Expected Shortfall Forecasts

Management Science·2022·2 authors

35citations

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models

Journal of Business and Economic Statistics·2018·1 author·Open access

35citations

Monitoring multivariate time series

Journal of Multivariate Analysis·2016·1 author·Open access

21citations