Backtesting for risk-based regulatory capital
Year of publication: |
2004
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---|---|
Authors: | Kerkhof, Jeroen ; Melenberg, Bertrand |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 8, p. 1845-1865
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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