Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' (Q1697366)
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scientific article; zbMATH DE number 6840744
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| English | Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' |
scientific article; zbMATH DE number 6840744 |
Statements
Discussion of ``Elicitability and backtesting: perspectives for banking regulation'' (English)
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19 February 2018
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backtesting
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forecasting
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risk management
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scoring rule
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banking regulation
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0.8499999642372131
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0.835040807723999
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0.8048766851425171
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0.7825602293014526
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0.7548724412918091
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