Jordan, Alexander Inigo

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2019

Jordan, Alexander; Krüger, Fabian; Lerch, Sebastian (2019). Evaluating Probabilistic Forecasts with scoringRules. Journal of statistical software, 90(12) UCLA Statistics 10.18637/jss.v090.i12

Ziegel, Johanna F.; Krüger, Fabian; Jordan, Alexander Inigo; Fasciati, Fernando (2019). Robust Forecast Evaluation of Expected Shortfall. Journal of financial econometrics, 18(1), pp. 95-120. Oxford University Press 10.1093/jjfinec/nby035

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