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~person:"Ziggel, Daniel"
~subject:"1999-2009"
~subject:"Börsenkurs"
~subject:"Estimation"
~type:"article"
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Ziggel, Daniel
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New backtests for unconditional coverage of expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012059868
Saved in:
2
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
3
Stabilität von Diversifikationseffekten im Markowitz-Modell
Bissantz, Nicolai
;
Steinorth, Verena
;
Ziggel, Daniel
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
5
(
2011
)
2
,
pp. 145-157
Persistent link: https://www.econbiz.de/10009299459
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