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Souveräner Kanter-Sieg - 7:2 für Helios-Daglfing-Kicker

www.wochenanzeiger.de
10 Nov · Dirk Tasche eröffnete schon frühzeitig den Torreigen, nachdem der zweikampfstarke Christian Müssigbrodt ausgezeichnete Vorarbeit leistete.

Dirk Tasche: Expected Shortfall is not elicitable – so ...

www.imperial.ac.uk
Dr Dirk Tasche ; For further details: Contact: Jack Jacquier; Abstract. Expected Shortfall (ES) has been widely accepted as an intuitive coherent alternative to Value-at-Risk (VaR). However, recently ES has been found not to be elicitable. This means that backtesting ES is less straightforward than backtesting elicitable risk measures like VaR ...

Recent Developments in Dependence Modelling with Applications in...

www.vub.be
Dirk Tasche, Bank of England Desirable dependence for forecasting class probabilities. 09h40-10h20. Oleg Bondarenko, University of Illinois ...
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