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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The journal of risk model validation"
~person:"Mitic, Peter"
~subject:"Bank risk"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Risk measure"
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Mitic, Peter
Härdle, Wolfgang
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Astin bulletin : the journal of the International Actuarial Association
SFB 649 discussion paper
The journal of risk model validation
The journal of operational risk
2
The journal of network theory in finance
1
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ECONIS (ZBW)
2
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Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
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A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
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