Juan-Carlos Escanciano

According to our database, Juan-Carlos Escanciano authored at least 5 papers between 2006 and 2017.

Collaborative distances:

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

2017

Backtesting Expected Shortfall: Accounting for Tail Risk.

Zaichao Du, Juan-Carlos Escanciano

Manag. Sci., 2017

2010

Data-driven smooth tests for the martingale difference hypothesis.

Juan-Carlos Escanciano, Silvia Mayoral

Comput. Stat. Data Anal., 2010

Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications.

Juan-Carlos Escanciano, David T. Jacho-Chávez

Comput. Stat. Data Anal., 2010

2009

Econometrics: Non-linear Cointegration.

Juan-Carlos Escanciano, Alvaro Escribano

Proceedings of the Encyclopedia of Complexity and Systems Science, 2009

2006

Testing the martingale difference hypothesis using integrated regression functions.

Juan-Carlos Escanciano, Carlos Velasco

Comput. Stat. Data Anal., 2006