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Johanna F. Ziegel

Identifiers

  • name variant Johanna F. Ziegel 0.60 · backfill

Papers (14)

  1. Strictly proper kernel scores and characteristic kernels on compact spaces math.FA · 2017 · author #2
  2. Order-Sensitivity and Equivariance of Scoring Functions math.ST · 2017 · author #2
  3. Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) q-fin.EC · 2017 · author #2
  4. Murphy Diagrams: Forecast Evaluation of Expected Shortfall q-fin.RM · 2017 · author #1
  5. Elicitability and backtesting: Perspectives for banking regulation q-fin.RM · 2016 · author #2
  6. Derivatives of isotropic positive definite functions on spheres math.ST · 2016 · author #2
  7. Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting q-fin.RM · 2015 · author #2
  8. Cross-calibration of probabilistic forecasts stat.ME · 2015 · author #2
  9. Higher order elicitability and Osband's principle math.ST · 2015 · author #2
  10. Risk measures with the CxLS property q-fin.RM · 2014 · author #4
  11. Distortion Risk Measures and Elicitability q-fin.RM · 2014 · author #2
  12. Copula Calibration stat.ME · 2013 · author #1
  13. Coherence and elicitability q-fin.RM · 2013 · author #1
  14. Limit theorems for nondegenerate U-statistics of continuous semimartingales math.PR · 2012 · author #3

Mentions

  • 1707.05108 #2 · arxiv_oai · confidence 0.70 Johanna F. Ziegel
  • 1507.00244 #2 · backfill · confidence 0.70 Johanna F. Ziegel
  • 1505.05314 #2 · backfill · confidence 0.70 Johanna F. Ziegel
  • 1503.08123 #2 · backfill · confidence 0.70 Johanna F. Ziegel
  • 1411.0426 #4 · backfill · confidence 0.70 Johanna F. Ziegel
  • 1405.3769 #2 · backfill · confidence 0.70 Johanna F. Ziegel
  • 1307.7650 #1 · backfill · confidence 0.70 Johanna F. Ziegel
  • 1303.1690 #1 · backfill · confidence 0.70 Johanna F. Ziegel
  • 1210.0358 #3 · backfill · confidence 0.70 Johanna F. Ziegel

Frequent Coauthors