Elicitability and backtesting: Perspectives for banking regulation.

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  2. Elicitability and backtesting: Perspectives for banking regulation.

Elicitability and backtesting: Perspectives for banking regulation.

TitleElicitability and backtesting: Perspectives for banking regulation.
Publication TypeJournal Article
Year of Publication2017
AuthorsNolde, N, Ziegel, J
JournalThe Annals of Applied Statistics
Volume11
Pagination1833--1874