Backtesting risk methodologies from one day to one year
Year of publication: |
2007
|
---|---|
Authors: | Zumbach, Gilles O. |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 9.2006/07, 2, p. 55-91
|
Subject: | Statistischer Test | Statistical test | Risiko | Risk | Marktrisiko | Market risk | Wissenschaftliche Methode | Scientific method |
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