Model risk in backtesting risk measures
Year of publication: |
2014
|
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Authors: | Evers, Corinna ; Rohde, Johannes |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Model risk | backtesting | Value at risk |
Series: | Diskussionsbeitrag ; 529 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 78373459X [GVK] hdl:10419/96672 [Handle] RePEc:han:dpaper:dp-529 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Model risk in backtesting risk measures
Evers, Corinna, (2014)
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Model Risk in Backtesting Risk Measures
Evers, Corinna, (2014)
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Krasnosselski, Nikolai, (2014)
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Model risk in backtesting risk measures
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Model Risk in Backtesting Risk Measures
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