Risk models-at-risk
Year of publication: |
2014
|
---|---|
Authors: | Boucher, Christophe ; Daníelsson, Jón ; Kouontchou, Patrick S. ; Maillet, Bertrand |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 44.2014, p. 72-92
|
Subject: | Model risk | Value-at-risk | Backtesting | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Bankrisiko | Bank risk | Finanzdienstleistung | Financial services | Statistischer Test | Statistical test | Modellierung | Scientific modelling |
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