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Eckernkemper, Tobias (2018). Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall. J. Financ. Econom., 16 (1). S. 63 - 118. OXFORD: OXFORD UNIV PRESS. ISSN 1479-8417
Eckernkemper, Tobias and Gribisch, Bastian . Classical and Bayesian Inference for Income Distributions using Grouped Data. Oxf. Bull. Econ. Stat.. HOBOKEN: WILEY. ISSN 1468-0084
Gribisch, Bastian and Eckernkemper, Tobias (2021). Intraday conditional value at risk: A periodic mixed-frequency generalized autoregressive score approach. J. Forecast., 40 (5). S. 883 - 911. HOBOKEN: WILEY. ISSN 1099-131X