An integrated stress testing framework via Markov switching simulation
Wei Chen; Jimmy Skoglund
| Year of publication: |
2013
|
|---|---|
| Authors: | Chen, Wei ; Skoglund, Jimmy |
| Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 7.2013, 2, p. 3-27
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010185315