Coherence and elicitability JF Ziegel Mathematical Finance 26 (4), 901-918, 2016 | 433 | 2016 |
Higher order elicitability and Osband’s principle T Fissler, JF Ziegel | 432 | 2016 |
Dynamic semiparametric models for expected shortfall (and value-at-risk) AJ Patton, JF Ziegel, R Chen Journal of econometrics 211 (2), 388-413, 2019 | 291 | 2019 |
Elicitability and backtesting: Perspectives for banking regulation N Nolde, JF Ziegel | 246 | 2017 |
Expected Shortfall is jointly elicitable with Value at Risk-Implications for backtesting T Fissler, JF Ziegel, T Gneiting arXiv preprint arXiv:1507.00244, 2015 | 218 | 2015 |
Inference in multivariate Archimedean copula models C Genest, J Nešlehová, J Ziegel Test 20, 223-256, 2011 | 90 | 2011 |
Risk measures with the CxLS property F Delbaen, F Bellini, V Bignozzi, JF Ziegel Finance and Stochastics 20, 433-453, 2016 | 62 | 2016 |
Isotonic distributional regression A Henzi, JF Ziegel, T Gneiting Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2021 | 61 | 2021 |
Convolution roots and differentiability of isotropic positive definite functions on spheres J Ziegel Proceedings of the American Mathematical Society 142 (6), 2063-2077, 2014 | 49 | 2014 |
Robust forecast evaluation of expected shortfall JF Ziegel, F Krüger, A Jordan, F Fasciati Journal of financial econometrics 18 (1), 95-120, 2020 | 45* | 2020 |
Generic conditions for forecast dominance F Krüger, JF Ziegel Journal of Business & Economic Statistics 39 (4), 972-983, 2021 | 44 | 2021 |
Scenario-based risk evaluation R Wang, JF Ziegel Finance and stochastics 25 (4), 725-756, 2021 | 37 | 2021 |
Cross-calibration of probabilistic forecasts C Strähl, J Ziegel | 37 | 2017 |
Valid sequential inference on probability forecast performance A Henzi, JF Ziegel Biometrika 109 (3), 647-663, 2022 | 35 | 2022 |
Estimation of surface area and surface area measure of three-dimensional sets from digitizations J Ziegel, M Kiderlen Image and Vision Computing 28 (1), 64-77, 2010 | 33 | 2010 |
Elicitable distortion risk measures: A concise proof R Wang, JF Ziegel Statistics & Probability Letters 100, 172-175, 2015 | 32 | 2015 |
On the elicitability of range value at risk T Fissler, JF Ziegel Statistics & risk modeling 38 (1-2), 25-46, 2021 | 30 | 2021 |
Order-sensitivity and equivariance of scoring functions T Fissler, JF Ziegel | 30 | 2019 |
Copula calibration JF Ziegel, T Gneiting | 29 | 2014 |
Estimating particle shape and orientation using volume tensors JF Ziegel, JR Nyengaard, EB Vedel Jensen Scandinavian Journal of Statistics 42 (3), 813-831, 2015 | 28 | 2015 |