Matei Demetrescu

According to our database¹, Matei Demetrescu authored at least 3 papers between 2006 and 2023.

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2023

Monitoring Value-at-Risk and Expected Shortfall Forecasts.

[BibT_eX]

[DOI]

Manag. Sci., May, 2023

2010

Joint forecasts of Dow Jones stocks under general multivariate loss function.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2010

2006

An extension of the Gauss-Newton algorithm for estimation under asymmetric loss.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2006