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~person:"Hassani, Samir Saissi"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
~type_genre:"CD-ROM, DVD"
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Estimation
Basel Accord
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Statistical distribution
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Hassani, Samir Saissi
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Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
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The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
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2021
Persistent link: https://www.econbiz.de/10012423037
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The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
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2021
Persistent link: https://www.econbiz.de/10012545817
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