How is elicitability relevant for backtesting?

Ziegel, Johanna F. (2015). How is elicitability relevant for backtesting? Oberwolfach reports, 12, pp. 2526-2527. European Mathematical Society

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Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Ziegel, Johanna F.

Subjects:

500 Science > 510 Mathematics

ISSN:

1660-8933

Publisher:

European Mathematical Society

Language:

English

Submitter:

Johanna Fasciati-Ziegel

Date Deposited:

20 Mar 2018 13:05

Last Modified:

20 Mar 2018 13:05

BORIS DOI:

10.7892/boris.105336

URI:

https://boris.unibe.ch/id/eprint/105336

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