Open AccessDiscussion of “Elicitability and backtesting: Perspectives for banking regulation”
Author(s) -
Mark H. A. Davis
Publication year - 2017
Publication title -
annals of applied statistics/the annals of applied statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.674
H-Index - 75
eISSN - 1941-7330
pISSN - 1932-6157
DOI - 10.1214/17-aoas1041c
Subject(s) - econometrics , mathematics