Concepedia

Tobias Fissler

TF

Statistics

Publications

6

Citations

281

H-Index

6

Active since

2015

Affiliations

Vienna University of Economics and Business(Current)

ETH Zurich

Tobias Fissler is an author at Vienna University of Economics and Business specializing in finance, risk measurement, and financial economics.

ORCID

Publications per year

2015–2023

6

Publications

6

Expected Shortfall is jointly elicitable with Value at Risk -\n Implications for backtesting

Tobias Fissler, Johanna F. Ziegel, Tilmann Gneiting · arXiv (Cornell University) · 2015 · 100 citations · Full text

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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) · 2015 · 91 citations · Full text

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Sensitivity measures based on scoring functions

Tobias Fissler, Silvana M. Pesenti · European Journal of Operational Research · 2022 · 41 citations · Full text

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Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability

Tobias Fissler, Yannick Hoga · Journal of Business and Economic Statistics · 2023 · 25 citations · Full text

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Characterizing <i>M</i>-estimators

Timo Dimitriadis, Tobias Fissler, Johanna F. Ziegel · Biometrika · 2023 · 14 citations

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