Thor Pajhede Nielsen

Thor Pajhede Nielsen

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Publication year:
  1. 2017
  2. Published

    Tales From the Unit Interval: Backtesting, Forecasting and Modeling

    Nielsen, Thor Pajhede, May 2017, Copenhagen: Department of Economics, University of Copenhagen. 91 p.

    Research output: Book/ReportPh.D. thesisResearch

  3. Published

    Backtesting Value-at-Risk: A Generalized Markov Test

    Nielsen, Thor Pajhede, 6 Feb 2017, In : Journal of Forecasting. 36, 2, p. 597–613 17 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates

    Nielsen, Thor Pajhede, 2017, 30 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-01).

    Research output: Working paperResearch

  5. 2015
  6. Published

    Backtesting Value-at-Risk: A Generalized Markov Framework

    Nielsen, Thor Pajhede, 2015, 28 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18, Vol. 2015).

    Research output: Working paperResearch

ID: 97574656