Narrow search
Showing 1 - 3 of 3
Cover Image
Model validation : theory, practice and perspectives
Hénaff, Patrick; Martini, Claude - In: The journal of risk model validation 5 (2011/12) 4, pp. 3-15
Persistent link: https://www.econbiz.de/10009422497
Cover Image
Backtesting lambda value at risk
Corbetta, Jacopo; Peri, Ilaria - In: The European journal of finance 24 (2018) 13, pp. 1075-1087
Persistent link: https://www.econbiz.de/10012258870
Cover Image
Model Validation : Theory, Practice and Perspectives
Henaff, Patrick - 2010
The purpose of this paper is to summarize the development of the notion of "model risk" and present the current state of the art, before outlining open issues that must be resolved in order to define a consistent framework for measuring model risk
Persistent link: https://www.econbiz.de/10013143131