Quality control of risk measures: backtesting VAR models
Year of publication: |
2007
|
---|---|
Authors: | Pena, Victor H. de la ; Rivera, Ricardo ; Ruiz-Mata, Jesus |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 9.2006/07, 2, p. 39-54
|
Subject: | Risiko | Risk | Messung | Measurement | Statistischer Test | Statistical test | Risikomaß | Risk measure | Qualitätsmanagement | Quality management |
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