J. Ziegel

Management Science and Operations Research · 2011–2016

A researcher in the Science corpus: 5 papers; trusts 35 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 39 citations into it; #1,260 of 11,946 by trust here, #3,457 by citations
• Finance — 34 citations into it; #1,367 of 10,518 by trust here, #3,208 by citations
• Economics and Econometrics — 28 citations into it
• Statistics and Probability — 22 citations into it; #4,673 of 12,932 by trust here, #6,552 by citations
• Demography — 11 citations into it
• Global and Planetary Change — 9 citations into it
• Applied Mathematics — 7 citations into it
• Evaluation & Benchmarks — 5 citations into it

Whom J. Ziegel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tilmann Gneiting
2. Peter F. Christoffersen
3. Alexander J. McNeil
4. Jeremy Berkowitz
5. Fabio Bellini
6. Freddy Delbaen
7. S. Kusuoka
8. Stefan Weber
9. Rüdiger Frey
10. Paul Embrechts

Who trusts J. Ziegel overall

1. James W. Taylor
2. Marie Kratz
3. David Ardia
4. Tilmann Gneiting
5. Tobias Fissler
6. Y. Lok
7. Natalia Nolde
8. Abdelaati Daouia
9. Timo Dimitriadis
10. Keven Bluteau

Papers from J. Ziegel's perspective

Ordered by how strongly the researchers J. Ziegel trusts endorse each paper. Same corpus, a different order for every researcher.

1. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
2. Coherent Risk Measures on General Probability Spaces
3. Making and Evaluating Point Forecasts
4. On law invariant coherent risk measures
5. Tests of Conditional Predictive Ability
6. Elicitable Risk Measures
7. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
8. Convex measures of risk and trading constraints (Finance and Stochastics)
9. Probabilistic forecasts, calibration and sharpness
10. Quantile Regression

Their papers

• Higher order elicitability and Osband’s principle (2015) — 394 citations
• COHERENCE AND ELICITABILITY (2013) — 359 citations
• Elicitability and backtesting: Perspectives for banking regulation (2016) — 199 citations
• Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting (2015) — 141 citations
• Inference in multivariate Archimedean copula models (2011) — 76 citations