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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Finance and stochastics"
~isPartOf:"The European journal of finance"
~person:"Peri, Ilaria"
~subject:"Basel Accord"
~subject:"Risk measure"
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Backtesting lambda value at risk
Corbetta, Jacopo
;
Peri, Ilaria
- In:
The European journal of finance
24
(
2018
)
13
,
pp. 1075-1087
Persistent link: https://www.econbiz.de/10012258870
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