Concepedia

Yannick Hoga

YH

Statistics

Publications

9

Citations

187

H-Index

9

Active since

2016

Affiliations

University of Duisburg-Essen(Current)

TU Dortmund University

Yannick Hoga is an author at University of Duisburg-Essen specializing in business, finance, and financial economics.

Publications per year

2016–2023

9

Publications

9

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models

Yannick Hoga · Journal of Business and Economic Statistics · 2018 · 34 citations · Full text

Business, Economics, Finance +17

Monitoring Value-at-Risk and Expected Shortfall Forecasts

Yannick Hoga, Matei Demetrescu · Management Science · 2022 · 28 citations

Business, Finance, Risk Management +12

Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability

Tobias Fissler, Yannick Hoga · Journal of Business and Economic Statistics · 2023 · 25 citations · Full text

Business, Economics, Finance +15

Monitoring multivariate time series

Yannick Hoga · Journal of Multivariate Analysis · 2016 · 22 citations

Computing, Data Science, Forecasting +10

Testing for changes in (extreme) VaR

Yannick Hoga · Econometrics Journal · 2016 · 18 citations

Business, Economics, Finance +13

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