Juan-Carlos Escanciano

Publication Activity (10 Years)

Years Active: 2006-2017
Publications (10 Years): 1

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Publications

Zaichao Du, Juan-Carlos Escanciano
Backtesting Expected Shortfall: Accounting for Tail Risk. Manag. Sci. 63 (4) (2017)
Juan-Carlos Escanciano, Silvia Mayoral
Data-driven smooth tests for the martingale difference hypothesis. Comput. Stat. Data Anal. 54 (8) (2010)
Juan-Carlos Escanciano, David T. Jacho-Chávez
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications. Comput. Stat. Data Anal. 54 (3) (2010)
Juan-Carlos Escanciano, Carlos Velasco
Testing the martingale difference hypothesis using integrated regression functions. Comput. Stat. Data Anal. 51 (4) (2006)