Johanna F. Ziegel - Concepedia

Author

Johanna F. Ziegel

Also Known As

J. Ziegel, J.F. ZIEGEL, JOHANNA F. ZIEGEL, Johanna F Ziegel, Johanna F. Ziegel, Johanna Ziegel, Ziegel Johanna F., Ziegel, Johanna, Ziegel, Johanna F.

133

Publications

1.9K

Citations

H-Index

Concepts

All Affiliations

University of Bern ETH Zurich Aarhus University Institute of Mathematical Statistics Heidelberg University

About

Johanna F. Ziegel is an author at University of Bern specializing in statistics, engineering, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	15	17	1.2K
2	Business	6	6	277
3	Management	5	5	733
4	Natural Sciences	3	3	68
5	Public Health	1	1	18

Johanna F. Ziegel

Publications

1.6K

Citations

H-Index

Page 1

	Year	Citations
COHERENCE AND ELICITABILITY Johanna F. Ziegel Mathematical Finance EngineeringFinancial Risk ManagementRisk MetricRisk AnalysisEpistemic Logic	2014	357
Dynamic semiparametric models for expected shortfall (and Value-at-Risk) Andrew J. Patton, Johanna F. Ziegel, Rui Chen Journal of Econometrics EngineeringDynamic Semiparametric ModelsRisk ManagementRisk MetricStatistics	2019	252
Elicitability and backtesting: Perspectives for banking regulation Natalia Nolde, Johanna F. Ziegel The Annals of Applied Statistics EngineeringFinancial Risk ManagementRisk MetricBanking RegulationRisk Analysis	2017	204
Expected Shortfall is jointly elicitable with Value at Risk -\n Implications for backtesting Tobias Fissler, Johanna F. Ziegel, Tilmann Gneiting arXiv (Cornell University)	2015	99
Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting Tobias Fissler, Johanna F. Ziegel, Tilmann Gneiting Bern Open Repository and Information System (University of Bern) EconomicsAsset PricingBacktestingFinancial Risk ManagementStatistical Foundation	2015	90
Risk measures with the CxLS property Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Finance and Stochastics EngineeringFinancial Risk ManagementUncertainty QuantificationRisk MeasuresRisk Management	2015	69
Inference in multivariate Archimedean copula models Christian Genest, Johanna Nešlehová, Johanna F. Ziegel Test Bayesian Hierarchical ModelingBusinessStatistical InferenceMultivariate AnalysisStatistics	2011	67
Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) Andrew J. Patton, Johanna F. Ziegel, Rui Chen arXiv (Cornell University) Empirical FinanceBasel Iii AccordEconomicsVolatility ModelingEngineering	2017	49
Generic Conditions for Forecast Dominance Fabian Krüger, Johanna F. Ziegel Journal of Business and Economic Statistics	2020	43
Convolution roots and differentiability of isotropic positive definite functions on spheres Johanna F. Ziegel Proceedings of the American Mathematical Society Spectral TheoryIntegral GeometryHarmonic SpaceEngineeringConvolution Roots	2014	42

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