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  3. How is elicitability relevant for backtesting?
 

How is elicitability relevant for backtesting?

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BORIS DOI
10.7892/boris.105336
Date of Publication
2015
Publication Type
Article
Subject(s)
500 Science > 510 Mathematics
Language(s)
en
Contributor(s)
Ziegel, Johanna F.orcid-logo
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Additional Credits
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Series
Oberwolfach reports
Publisher
European Mathematical Society
ISSN
1660-8933
Access(Rights)
restricted
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