Methods for evaluating value-at-risk estimates
Year of publication: |
1999
|
---|---|
Authors: | López, José A. |
Published in: |
Economic review : an annual report of the Economic Research Department. - San Francisco, Calif. : Bank, ISSN 0363-0021, ZDB-ID 627741-X. - 1999, 2, p. 3-17
|
Subject: | Basler Akkord | Basel Accord | Verlust | Loss | Risiko | Risk | Statistischer Test | Statistical test | USA | United States | Risikomaß | Risk measure |
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