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econ.EM2026
Systemic Risk Surveillance
Timo Dimitriadis, Yannick Hoga
Following several episodes of financial market turmoil in recent decades, changes in systemic risk have drawn growing attention. Therefore, we propose surveillance schemes for syst…
econ.EM2021
On Testing Equal Conditional Predictive Ability Under Measurement Error
Yannick Hoga, Timo Dimitriadis
Loss functions are widely used to compare several competing forecasts. However, forecast comparisons are often based on mismeasured proxy variables for the true target. We introduc…