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type_genre:"Hochschulschrift"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Journal of risk"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Supply chain management"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~language:"rus"
~person:"Kratz, Marie"
~subject:"Basel Accord"
~subject:"Supply chain"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Management science : journal of the Institute for Operations Research and the Management Sciences
Supply chain management
The journal of risk model validation
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Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
2
What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne
;
Kratz, Marie
;
Tasche, Dirk
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
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