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~isPartOf:"The journal of risk model validation"
~person:"Stulz, René M."
~person:"Wehn, Carsten"
~subject:"Bank liquidity"
~subject:"Bankrisiko"
~subject:"Risk management"
~type_genre:"Aufsatz in Zeitschrift"
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The journal of risk model validation
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Back to backtesting : integrated backtesting for value-at-risk and expected shortfall in practice
Wehn, Carsten
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 17-39
Persistent link: https://www.econbiz.de/10011992015
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