Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability

Tobias Fissler, Yannick Hoga

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Deutsch
Fachzeitschrift	Journal of Business and Economic Statistics
DOIs	https://doi.org/10.1080/07350015.2023.2200514
Publikationsstatus	Elektronische Veröffentlichung vor Drucklegung - Mai 2023

Zugriff auf Dokument

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title = "Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability",

author = "Tobias Fissler and Yannick Hoga",

year = "2023",

month = may,

doi = "10.1080/07350015.2023.2200514",

language = "Deutsch",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

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TY - JOUR

T1 - Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability

AU - Fissler, Tobias

AU - Hoga, Yannick

PY - 2023/5

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U2 - 10.1080/07350015.2023.2200514

DO - 10.1080/07350015.2023.2200514

M3 - Originalbeitrag in Fachzeitschrift

SN - 0735-0015

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