Evaluating VaR Forecasts under Stress – The German Experience
Year of publication: |
2003-02-01
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Authors: | Jaschke, Stefan ; Stahl, Gerhard ; Stehle, Richard |
Institutions: | Center for Financial Studies |
Subject: | banking supervision | VaR | exploratory data analysis | backtesting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The first two authors point out that the views expressed herein should not be construed as being endorsed by the BaFin. Number 2003/32 32 pages |
Classification: | K23 - Regulated Industries and Administrative Law ; G28 - Government Policy and Regulation |
Source: |
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Evaluating VaR forecasts under stress the German experience
Jaschke, Stefan R., (2003)
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Evaluating VaR Forecasts under Stress – The German Experience
Jaschke, Stefan, (2003)
-
Evaluating VaR Forecasts under Stress The German Experience
Jaschke, Stefan, (2003)
- More ...
-
Evaluating VaR Forecasts under Stress The German Experience
Jaschke, Stefan, (2003)
-
Evaluating VaR Forecasts under Stress – The German Experience
Jaschke, Stefan, (2003)
-
Evaluating VaR forecasts under stress the German experience
Jaschke, Stefan R., (2003)
- More ...