Emese Lazar

According to our database, Emese Lazar authored at least 4 papers between 2017 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Loss function-based change point detection in risk measures.

Emese Lazar, Shixuan Wang, Xiaohan Xue

Eur. J. Oper. Res., 2023

2022

Model risk in the over-the-counter market.

Emese Lazar, Shuyuan Qi

Eur. J. Oper. Res., 2022

2019

Modeling Expected Shortfall Using Tail Entropy.

Daniel Traian Pele, Emese Lazar, Miruna Mazurencu-Marinescu-Pele

Entropy, 2019

2017

Information Entropy and Measures of Market Risk.

Daniel Traian Pele, Emese Lazar, Alfonso Dufour

Entropy, 2017