Rejoinder: “Elicitability and backtesting: Perspectives for banking regulation”
Work
Year: 2017
Type: article
Abstract: We would like to thank the discussants for interesting and insightful contributions.The discussants raised a number of diverse points, related to both theory underlying backtesting methodologies as we... more
Source: The Annals of Applied Statistics
Authors Natalia Nolde, Johanna F. Ziegel
Institutions University of British Columbia, University of Bern
Cites: 20
Cited by: 7
Related to: 10
FWCI: 1.538
Citation percentile (by year/subfield): 71.21
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid