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Elicitability and identifiability of set-valued measures of systemic risk
Fissler, Tobias
;
Hlavinová, Jana
;
Rudloff, Birgit
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10012433518
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Backtesting systemic risk forecasts using multi-objective elicitability
Fissler, Tobias
;
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10015053421
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