Backtesting market risk models in a standard normality framework
Year of publication: |
2007
|
---|---|
Authors: | Dowd, Kevin |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 9.2006/07, 2, p. 93-111
|
Subject: | Marktrisiko | Market risk | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
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