Johanna F. Ziegel - Dokumente zum Namen

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[ ] Coherence and elicitability

arxiv.org

From: Johanna F. Ziegel [view email] [v1] Thu, 7 Mar :03:32 GMT (107kb) [v2] Fri, 8 Mar :39:49 GMT (107kb) [v3] Mon, 31 Mar ...

Coherence and Elicitability by Johanna Ziegel :: SSRN

papers.ssrn.com

The risk of a financial position is usually summarized by a risk measure. As this risk measure has to be estimated from historical data, it is important to be a

WU Fides

bach.wu.ac.at

author = {Tobias Fissler and Johanna F. Ziegel}, year = {2021}, doi = {https://doi.org AOS2014}, url = {https://doi.org AOS2014}, › results

[ ] Cross-calibration of probabilistic forecasts

arxiv.org

From: Johanna F. Ziegel [view email] [v1] Wed, 20 May :54:43 GMT (180kb,D). Which authors of this paper are endorsers? | Disable ...

Dynamic Semiparametric Models for Expected Shortfall (and...

papers.ssrn.com

Duke University - Department of Economics. Johanna Ziegel. University of Bern. Rui Chen ... Johanna Ziegel. University of Bern. Rui Chen ...

Casual Friday Research Program

statmath.wu.ac.at

Institute for Statistics and Mathematics, Wirtschaftsuniversität Wien

[ ] Expected Shortfall is jointly elicitable with Value at...

arxiv.org

In particular, we propose the use of Diebold-Mariano tests, and show ... (or arXiv: v2 [q-fin From: Johanna F. Ziegel [view email] Termes manquants : opera

eva_2016.txt

www2.karlin.mff.cuni.cz

... compared to an earlier estimator based on observations in several optical planes. Joint work with Astrid Kousholt, Johanna F. Ziegel and Markus Kiderlen. › e...

[ ] Murphy Diagrams: Forecast Evaluation of Expected...

arxiv.org

Authors: Johanna F. Ziegel, Fabian Krüger, Alexander Jordan, Fernando Fasciati. (Submitted on 12 May 2017). Abstract: Motivated by the Basel 3 regulations, ...

Probabilistic analysis of COVID-19 patients’ individual length of...

www.scienceopen.com

Rationale The COVID-19 pandemic induces considerable strain on intensive care unit resources Objectives We aim to...

[ ] Sequentially valid tests for forecast calibration

arxiv.org

von S Arnold · — Sequentially valid tests for forecast calibration. Authors:Sebastian Arnold, Alexander Henzi, Johanna F. Ziegel · Download PDF. Abstract: ... › stat

[ ] Order-Sensitivity and Equivariance of Scoring Functions

arxiv.org

Authors: Tobias Fissler, Johanna F. Ziegel. (Submitted on 27 Nov 2017). Abstract: The relative performance of competing point forecasts is usually measured in ...

[ v2] Elicitability and backtesting: Perspectives for...

arxiv.org

From: Johanna F. Ziegel [view email] [v1] Fri, 19 Aug :41:39 GMT (67kb) [v2] Tue, 21 Feb :07:24 GMT (80kb). Which authors of ...

[ ] Convolution roots and differentiability of isotropic...

arxiv.org

Authors: Johanna Ziegel. (Submitted on 27 Jan (v1), last revised 28 Oct (this version, v3)). Abstract: We prove that any isotropic positive definite ...

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Dokumente zum Namen Johanna F. Ziegel