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Zaichao Du
Publication Activity (10 Years)
Years Active: 2014-2017
Publications (10 Years): 1
Top Topics
Opportunity Cost
Risk Neutral
Website
Multiscale
Top Venues
Manag. Sci.
Comput. Stat. Data Anal.
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Publications
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Zaichao Du
,
Juan-Carlos Escanciano
Backtesting Expected Shortfall: Accounting for Tail Risk.
Manag. Sci.
63 (4) (2017)
Zaichao Du
Testing for serial independence of panel errors.
Comput. Stat. Data Anal.
76 (2014)