Research output per year
Research output per year
Fingerprint
Dive into the research topics where Thor Pajhede Nielsen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 6 Similar Profiles
-
A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates
Nielsen, T. P., 2017, 30 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-01).Research output: Working paper › Research
-
Backtesting Value-at-Risk: A Generalized Markov Test
Nielsen, T. P., Aug 2017, In: Journal of Forecasting. 36, 2, p. 597–613 17 p.Research output: Contribution to journal › Journal article › Research › peer-review
-
Tales From the Unit Interval: Backtesting, Forecasting and Modeling
Nielsen, T. P., May 2017, Copenhagen: Department of Economics, University of Copenhagen. 91 p.Research output: Book/Report › Ph.D. thesis
-
Backtesting Value-at-Risk: A Generalized Markov Framework
Nielsen, T. P., 2015, 28 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18, Vol. 2015).Research output: Working paper › Research