Juan Carlos Escanciano has several forthcoming articles, including co-authored "Identification and Estimation of Semiparametric Two Step Models" to be published in Quantitative Economics and Backtesting Expected Shortfall: Accounting for Tail Risk, with Zaichao Du (Ph.D., IU, 2010) which will be published in Management Science. Professor Escanciano gave an invited talk at the 1st Annual UWO Conference on Financial Econometrics and Risk Management at Western University in London, Ontario, Canada.
"Identification and Estimation of Semiparametric Two Step Models"
- Juan Carlos Escanciano
- Publication Date
2016
The College of Arts