Backtesting for risk-based regulatory capital
| Year of publication: |
2004
|
|---|---|
| Authors: | Kerkhof, Jeroen ; Melenberg, Bertrand |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 28.2004, 8, p. 1845-1866
|