Showing 1 - 10 of 23
Persistent link: https://www.econbiz.de/10009551757
Persistent link: https://www.econbiz.de/10010480974
Persistent link: https://www.econbiz.de/10009387741
Persistent link: https://www.econbiz.de/10009737647
Persistent link: https://www.econbiz.de/10009151676
Persistent link: https://www.econbiz.de/10012503467
Persistent link: https://www.econbiz.de/10011715005
Persistent link: https://www.econbiz.de/10012051694
Persistent link: https://www.econbiz.de/10010347845
This paper provides practical recommendations for the validation of the backtesting process under the targeted review of internal models (TRIM). It advises on the introductory steps for validating the backtesting process and reviews the available statistical tests for calibration, discrimination...
Persistent link: https://www.econbiz.de/10012870420