Backtesting systemic risk forecasts using multi-objective elicitability
Tobias Fissler and Yannick Hoga
| Year of publication: |
2024
|
|---|---|
| Authors: | Fissler, Tobias ; Hoga, Yannick |
| Subject: | (Conditional) elicitability | Backtest | Forecasting | Identifiability | Lexicographic order | Multi-objective optimization | Systemic risk | Prognoseverfahren | Forecasting model | Systemrisiko | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Statistischer Test | Statistical test | Risikomaß | Risk measure | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2200514 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053421