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Tobias Fissler

Vienna University of Economics and Business (from arXiv:2203.08635, 2022) · ORCID · OpenAlex

17 papers in scope · 14 published · 6 on the econ.EM arXiv · 164 citations · h-index 7 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yannick Hoga
  2. Timo Dimitriadis
  3. Patrick Schmidt
  4. Jan-Lukas Wermuth
  5. Julie Schnaitmann
  6. Marius Puke
  7. Marc-Oliver Pohle
  8. Christian Schulz
  9. Christian Weiß
  10. Andrew J. Patton
  11. Xiaochun Liu
  12. Tanja Zahn
  13. Uwe Hassler
  14. Hajo Holzmann
  15. Alain Pirotte
  16. Oğuzhan Akgün
  17. Zhenlin Yang
  18. Jasper Rennspies
  19. Jeannine Polivka
  20. Sina Streicher

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(7 of 17)

How to Compare Copula Forecasts?
published2026 · Journal of Business and Economic Statistics
with Yannick Hoga
Paper profile Journal of Business and Economic Statistics arXiv:2410.04165
Elicitability and Identifiability of Tail Risk Measures
published2025 · Mathematical Finance · 1 citations · first circulated 2024
with Fangda Liu, Ruodu Wang, Linxiao Wei
Mathematical Finance
Generalised Covariances and Correlations
working paper2023 · arXiv
with Marc-Oliver Pohle
Paper profile arXiv arXiv:2307.03594
Characterizing M -estimators
published2023 · Biometrika · 14 citations · first circulated 2022
with Timo Dimitriadis, Johanna F. Ziegel
Paper profile Biometrika arXiv:2208.08108
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability
published2023 · Journal of Business and Economic Statistics · 26 citations · first circulated 2021
with Yannick Hoga
Paper profile Journal of Business and Economic Statistics arXiv:2104.10673
Osband’s principle for identification functions
published2023 · Statistical Papers · 6 citations · first circulated 2022
with Timo Dimitriadis, Johanna F. Ziegel
Statistical Papers
Deep quantile and deep composite triplet regression
published2023 · Insurance Mathematics and Economics · 10 citations
with Michael A. Merz, Mario V. Wüthrich
Insurance Mathematics and Economics
Sensitivity measures based on scoring functions
published2022 · European Journal of Operational Research · 41 citations
with Silvana M. Pesenti
European Journal of Operational Research
Measurability of functionals and of ideal point forecasts
published2022 · Electronic Journal of Statistics · 8 citations
with Hajo Holzmann
Paper profile Electronic Journal of Statistics arXiv:2203.08635
Is the mode elicitable relative to unimodal distributions?
published2021 · Biometrika · 2 citations
with Claudio Heinrich
Biometrika
Deep Quantile and Deep Composite Model Regression
working paper2021 · arXiv
with Michael Merz, Mario V. Wüthrich
Paper profile arXiv arXiv:2112.03075
note: Higher order elicitability and Osband’s principle
published2021 · The Annals of Statistics · 9 citations · first circulated 2015
with Johanna F. Ziegel
The Annals of Statistics
On the elicitability of range value at risk
published2021 · Statistics & Risk Modeling · 32 citations
with Johanna F. Ziegel
Statistics & Risk Modeling
Elicitability and identifiability of set-valued measures of systemic risk
published2020 · Finance and Stochastics · 5 citations · first circulated 2019
with Jana Hlavinová, Birgit Rudloff
Finance and Stochastics
The Efficiency Gap
working paper2020 · arXiv · 2 citations
with Timo Dimitriadis, Johanna F. Ziegel
Paper profile arXiv arXiv:2010.14146
Testing the maximal rank of the volatility process for continuous diffusions observed with noise
published2017 · Bernoulli · 7 citations · first circulated 2014
with Mark Podolskij
Bernoulli
A four moments theorem for Gamma limitson a Poisson chaos
published2016 · Latin American Journal of Probability and Mathematical Statistics · 1 citations
with Christoph Thäle
Latin American Journal of Probability and Mathematical Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.