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Number of items: 3.

Journal Article

Loeser, Robert, Wied, Dominik and Ziggel, Daniel (2019). New backtests for unconditional coverage of expected shortfall. J. Risk, 21 (4). S. 39 - 60. LONDON: INCISIVE MEDIA. ISSN 1755-2842

Theising, Etienne, Wied, Dominik and Ziggel, Daniel . Reference class selection in similarity-based forecasting of corporate sales growth. J. Forecast.. HOBOKEN: WILEY. ISSN 1099-131X

Wied, Dominik, Weiss, Gregor N. F. and Ziggel, Daniel (2016). Evaluating Value-at-Risk forecasts: A new set of multivariate backtests. J. Bank Financ., 72. S. 121 - 133. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 1872-6372

This list was generated on Sun Dec 10 06:27:05 2023 CET.