Backtesting aggregate risk
Cristina Danciulescu
| Year of publication: |
July 2016
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|---|---|
| Authors: | Danciulescu, Cristina |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 4, p. 285-307
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| Subject: | backtesting | multivariate testing | aggregate risk | integrated risk management | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk | Risikomaß | Risk measure | Statistischer Test | Statistical test | Aggregation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2376 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580763