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A general framework for IRBA backtesting
Huschens, Stefan; Stahl, Gerhard - 2004
Persistent link: https://www.econbiz.de/10004837257
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Granularität dominiert Korrelation
Huschens, Stefan; Stahl, Gerhard - 2004
Persistent link: https://www.econbiz.de/10004837278
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Estimation in semiparametric models using an auxiliary model
Huschens, Stefan; Stahl, Gerhard - 1994
Persistent link: https://www.econbiz.de/10013440805
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A general framework for IRBA backtesting
Huschens, Stefan - 2004
Persistent link: https://www.econbiz.de/10013441066
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Granularität dominiert Korrelation
Huschens, Stefan - 2004
Persistent link: https://www.econbiz.de/10013441128