Research output per year
Research output per year
Search results
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2017
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
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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
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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
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2015
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