Classification: 1918: Risk research

Publications

Journal article

2021 Fissler, Tobias, Hlavinova, Jana, Rudloff, Birgit. 2021. Elicitability and Identifiability of Systemic Risk Measures. Finance and Stochastics. 25 (1), 133-165. open access (Details)
2020 Sablica, Lukas, Hornik, Kurt. 2020. mistr: A Computational Framework for Mixture and Composite Distributions. The R Journal. 12 (1), 283-299. open access (Details)

Working/discussion paper, preprint

2021 Fissler, Tobias, Hoga, Yannick. 2021. Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (Details)

Projects

  • No projects found.
  • Alber, Sebastian (Former researcher)
  • Hubauer, Irmgard (Former researcher)