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~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of risk model validation"
~person:"Arnsdorf, Matthias"
~subject:"Ausreißer"
~subject:"Measurement"
~subject:"backtesting"
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Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
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