Thor Pajhede Nielsen
Guest lecturer, Guest Researcher
Department of Economics, Study Council
Øster Farimagsgade 5, Bygning 26
1353 København K
Member of:
1 - 4 out of 4Page size: 10
- 2017
- 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/Report › Ph.D. thesis › Research
- 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 journal › Journal article › Research › peer-review
- 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 paper › Research
- 2015
- 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 paper › Research
ID: 97574656