Tobias Fissler

Tobias Fissler

Wirtschaftsuniversität Wien - Vienna / Austria
Economics & Econometrics / Economics
AD Scientific Index ID: 1399846
Vienna University of Economics and Business
person_outline Tobias Fissler's MOST POPULAR ARTICLES
1-) Higher order elicitability and Osband’s principleT Fissler, JF ZiegelThe Annals of Statistics 44 (4), 1680-1707, 20163112016
2-) Expected Shortfall is jointly elicitable with Value at Risk-Implications for backtestingT Fissler, JF Ziegel, T GneitingarXiv preprint arXiv:1507.00244, 20152182015
3-) Order-sensitivity and equivariance of scoring functionsT Fissler, JF Ziegel342019
4-) On the elicitability of range value at riskT Fissler, JF ZiegelStatistics & risk modeling 38 (1-2), 25-46, 2021342021
5-) On higher order elicitability and some limit theorems on the Poisson and Wiener spaceT FisslerPhilosophisch-naturwissenschaftliche Fakultät der Universität Bern, 2017302017