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subject:"Basel Accord"
subject:"Theory"
~isPartOf:"Journal of risk : JOR"
~person:"Dionne, Georges"
~person:"Vries, Casper G. de"
~subject:"Corporate Governance"
~subject:"Kreditrisiko"
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Dionne, Georges
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Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
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