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

View Publication
Abstract:
No abstract specified

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
Activity

Views: 6119   Downloads: 1

Created: 7th Sep 2019 at 10:36

Last updated: 10th May 2024 at 12:32

help Tags

This item has not yet been tagged.

help Attributions

None

Powered by
 (v.1.14.2)
About HITS Publication SEEK | About HITS-Publication-SEEK | Funding and Programmes | Credits
Copyright © 2008 - 2023 The University of Manchester and HITS gGmbH