Elicitability and identifiability of set-valued measures of systemic risk
Tobias Fissler, Jana Hlavinová, Birgit Rudloff
| Year of publication: |
2021
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|---|---|
| Authors: | Fissler, Tobias ; Hlavinová, Jana ; Rudloff, Birgit |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 1, p. 133-165
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| Subject: | Consistent scoring functions | Diebold-Mariano tests | Forecast evaluation | M-estimation | Murphy diagrams | Messung | Measurement | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Systemrisiko | Systemic risk | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-020-00446-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433518