Fissler, Tobias

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2017

Fissler, Tobias; Podolskij, Mark (2017). Testing the maximal rank of the volatility process for continuous diffusions observed with noise. Bernoulli, 23(4B), pp. 3021-3066. International Statistical Institute 10.3150/16-BEJ836

2016

Fissler, Tobias; Ziegel, Johanna F.; Gneiting, Tilmann (2016). Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting. Risk Magazine Incisive Financial Publ.

Fissler, Tobias; Thäle, Christoph (2016). A four moments theorem for Gamma limits on a Poisson chaos. Alea -Latin American journal of probability and mathematical statistics, 13(1), pp. 163-192. Institute of Mathematical Statistics

Fissler, Tobias; Ziegel, Johanna F. (2016). Higher order elicitability and Osband’s principle. Annals of statistics, 44(4), pp. 1680-1707. Institute of Mathematical Statistics 10.1214/16-AOS1439

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