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~accessRights:"free"
~isPartOf:"Working papers"
~subject:"Basler Akkord"
~subject:"Risikomaß"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
~type_genre:"Sammelwerk"
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Basler Akkord
Risikomaß
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Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
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2022
Persistent link: https://www.econbiz.de/10012886096
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2
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
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2021
Persistent link: https://www.econbiz.de/10012816709
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EWS-GARCH : new regime switching approach to forecast value-at-risk
Chlebus, Marcin
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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2016
Persistent link: https://www.econbiz.de/10011788233
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