Research

Working papers

• Conditional Method Confidence Set. With E. Kazak, http://arxiv.org/abs/2505.21278
• Evaluating Financial Tail Risk Forecasts: Testing Equal Predictive Ability. http://arxiv.org/abs/2505.23333 — revise & resubmit at International Journal of Forecasting.
• High Frequency Econometrics: A Selective Survey. With R. Halbleib, R. Olsen, and T. Andersen.