Rejoinder: ``Elicitability and backtesting: perspectives for banking regulation'' (Q1697368)

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Rejoinder: ``Elicitability and backtesting: perspectives for banking regulation''
scientific article

    Statements

    title
    Rejoinder: ``Elicitability and backtesting: perspectives for banking regulation'' (English)
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    author
    Natalia Nolde
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    Johanna F. Ziegel
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    publication date
    19 February 2018
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    zbMATH Keywords
    backtesting
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    banking regulation
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    Identifiers

    DOI
    10.1214/17-AOAS1041F
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    Mathematics Subject Classification ID
    62P05
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    91G70
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    62H15
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    62M20
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    zbMATH DE Number
    6840749
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