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Risk management : approaches for fixed income markets
Golub, Bennett W., (2000)
Managing risk in the new economy
Chorafas, Dimitris N., (2001)
Governance, risk and compliance handbook : technology, finance, environmental, and international guidance and best practices
Tarantino, Anthony, (2008)
Modelling volatile time series with v-transforms and copulas
McNeil, Alexander J., (2021)
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie, (2018)
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B., (2018)