Innovations in testing the stability of risk measures over time and across models
P. J. G. Vlaar
| Year of publication: |
2002
|
|---|---|
| Authors: | Vlaar, Peter J. G. |
| Publisher: |
Amsterdam : De Nederlandsche Bank |
| Subject: | Risiko | Risk | Messung | Measurement |
| Extent: | S. 375 - 380 |
|---|---|
| Series: | Reprint series / De Nederlandsche Bank. - Amsterdam, ZDB-ID 2202606-X. - Vol. 757 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001687897