Elicitability and identifiability of set-valued measures of systemic risk (Q2022759)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elicitability and identifiability of set-valued measures of systemic risk |
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Elicitability and identifiability of set-valued measures of systemic risk (English)
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29 April 2021
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consistent scoring functions
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Diebold-Mariano tests
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forecast evaluation
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\(M\)-estimation
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Murphy diagrams
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