Johanna F. Ziegel
ETH Zurich(CH)Institute for Biomedical Engineering(CH)Zurich University of Teacher Education(CH)
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Risk and Portfolio Optimization, Statistical Methods and Inference, Meteorological Phenomena and Simulations, Forecasting Techniques and Applications
Most-Cited Works
- → COHERENCE AND ELICITABILITY(2014)359 cited
- → Dynamic semiparametric models for expected shortfall (and Value-at-Risk)(2019)256 cited
- → Elicitability and backtesting: Perspectives for banking regulation(2017)204 cited
- → Expected Shortfall is jointly elicitable with Value at Risk -\n Implications for backtesting(2015)99 cited
- → Risk measures with the CxLS property(2015)70 cited
- → Inference in multivariate Archimedean copula models(2011)68 cited
- → Generic Conditions for Forecast Dominance(2020)43 cited