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Sander Barendse

University of Amsterdam (from arXiv:2307.01033, 2023) · ORCID · OpenAlex

4 papers in scope · 3 published · 1 on the econ.EM arXiv · 11 citations · h-index 2 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Oscar Hernán Madrid Padilla
  2. Wang
  3. Wolfgang Karl Härdle
  4. Jonas Striaukas
  5. Éric Ghysels
  6. Chen Huang
  7. Andrii Babii
  8. Eduardo Mendes
  9. Mingli Chen
  10. Stephan Smeekes
  11. Ning Wang
  12. Ines Wilms
  13. Marcelo C. Medeiros
  14. Ricardo Masini
  15. Alexandre Belloni
  16. Victor Chernozhukov
  17. Ryan T. Ball
  18. Liangjun Su
  19. Alain Hecq
  20. Luca Margaritella

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 4)

Efficiently Weighted Estimation of Tail and Interquantile Expectations
published2026 · Journal of Financial Econometrics
working paper2023 · arXiv · 1 citations
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter
published2021 · Journal of Business and Economic Statistics · 3 citations
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error
published2021 · Journal of Financial Econometrics · 7 citations · first circulated 2019
with Erik Kole, Dick van Dijk

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.