Browsing All of EconStor by Author Ziegel, Johanna F.
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2017 | Murphy Diagrams: Forecast Evaluation of Expected Shortfall | Ziegel, Johanna F.; Krüger, Fabian; Jordan, Alexander; Fasciati, Fernando |
2021 | Matrix-tilted Archimedean copulas | Hofert, Marius; Ziegel, Johanna F. |