Paper Publication: Yuan Chen

Congratulations to our VGSF graduate Yuan Chen and his co-authors Nikolaus Hautsch (University of Vienna), Jérémy Leymarie (Clermont School of Business), and Melanie Schienle (Karlsruhe Institute of Technology)!

We are excited to share that their paper “Multivariate Inference for Dynamic Systemic Risk Measures” has been published in the Journal of Econometrics.

Read the paper here: Multivariate Inference for Dynamic Systemic Risk Measures