Verification of internal risk measure estimates (Q2520725): Difference between revisions

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+Relating quantiles and expectiles under weighted-symmetry
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+Coherent Measures of Risk
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+Generalized autoregressive conditional heteroscedasticity
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+Empirical properties of asset returns: stylized facts and statistical issues
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+Robustness and sensitivity analysis of risk measurement procedures
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+Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
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+Prequential probability: principles and properties
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+Practices and issues in operational risk modeling under Basel II
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+Higher order elicitability and Osband's principle
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+Nonparametric Statistical Inference
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+Making and Evaluating Point Forecasts
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+Probabilistic Forecasts, Calibration and Sharpness
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+Strictly Proper Scoring Rules, Prediction, and Estimation
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+On the prediction of fractional Brownian motion
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+Q3911791
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+The role of the information set for forecasting -- with applications to risk management
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+External Risk Measures and Basel Accords
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+Value-at-Risk Prediction: A Comparison of Alternative Strategies
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+Evaluating probability forecasts
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+Q2752044
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+Remarks on a Multivariate Transformation
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+Elicitation of Personal Probabilities and Expectations
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+Q2872960
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+Numerical Weather and Climate Prediction
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+Probability with Martingales
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+COHERENCE AND ELICITABILITY
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