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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of risk model validation"
~person:"Chabot, Ben"
~person:"Dias, Alexandra"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
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Journal of banking & finance
The journal of risk model validation
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Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
2
Market capitalization and Value-at-Risk
Dias, Alexandra
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5248-5260
Persistent link: https://www.econbiz.de/10010343742
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