Dynamic measures of systemic risk

Oesterreichische Nationalbank (Jubiläumsfonds)

Status	Finished
Effective start/end date	1/03/19 → 28/02/23

Elicitability and Identifiability of Systemic Risk Measures
Fissler, T., Hlavinova, J. & Rudloff, B., 2021, In: Finance and Stochastics. 25, 1, p. 133 - 165
Publication: Scientific journal › Journal article › peer-review

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Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals
Fissler, T., Frongillo, R., Hlavinova, J. & Rudloff, B., 2021, In: Electronic Journal of Statistics. 15, 1, p. 1034 - 1084
Publication: Scientific journal › Journal article › peer-review

Open Access
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246 Downloads (Pure)
Dual representations for systemic risk measures
Ararat, Ç. & Rudloff, B., 2020, In: Mathematics and Financial Economics. 14, 1, p. 139 - 174
Publication: Scientific journal › Journal article › peer-review

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