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Evaluating Range Value at Risk Forecasts

12 February 2019

Papers citing "Evaluating Range Value at Risk Forecasts"

5 / 5 papers shown

Title
Robust multivariate mean estimation: the optimality of trimmed mean Gabor Lugosi S. Mendelson 85 126 0 26 Jul 2019
Elicitability and its Application in Risk Management Jonas R. Brehmer 45 15 0 30 Jul 2017
Coherence and elicitability J. Ziegel 84 335 0 07 Mar 2013
Comparative and qualitative robustness for law-invariant risk measures Volker Krätschmer A. Schied Henryk Zähle 84 153 0 11 Apr 2012
Making and Evaluating Point Forecasts T. Gneiting 119 1,055 0 04 Dec 2009