Dynamic measures of systemic risk

Research output

Research output per year 2020 2020 2021 2021

• 3 Journal article

Research output per year

Research output per year

Search results

• 2021

  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

  Open Access

  File
  52 Downloads (Pure)

• 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

  File
  57 Downloads (Pure)
• 2020

  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