462 citations · 706 across the 37 of their papers we have counts for
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q-fin.RM2016
Elicitability and backtesting: Perspectives for banking regulation
Natalia Nolde, Johanna F. Ziegel
Conditional forecasts of risk measures play an important role in internal risk management of financial institutions as well as in regulatory capital calculations. In order to asses…
math.ST2016
Derivatives of isotropic positive definite functions on spheres
Mara Trübner, Johanna F. Ziegel
We show that isotropic positive definite functions on the -dimensional sphere which are times differentiable at zero have continuous derivatives on .…