Discussion of “Elicitability and backtesting: Perspectives for banking regulation”

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SEEK ID: https://publications.h-its.org/publications/230

Filename: 17-AOAS1041B.pdf 

Format: PDF document

Size: 42.2 KB

SEEK ID: https://publications.h-its.org/publications/230

DOI: 10.1214/17-AOAS1041B

Research Groups: Computational Statistics

Publication type: Journal

Journal: The Annals of Applied Statistics

Publisher: Institute of Mathematical Statistics

Citation: Annals of Applied Statistics, 11(4):1883–1885

Date Published: 2017

URL:

Registered Mode: imported from a bibtex file

Author: P. Schmidt

Citation
Schmidt, P. (2017). Discussion of “Elicitability and backtesting: Perspectives for banking regulation.” In The Annals of Applied Statistics (Vol. 11, Issue 4). Institute of Mathematical Statistics. https://doi.org/10.1214/17-aoas1041b
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Created: 7th Sep 2019 at 10:36

Last updated: 10th May 2024 at 12:32

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