Précisions importantes sur le backtesting comparatif de la VaR
Samir Saissi Hassani
| Year of publication: |
[2025]
|
|---|---|
| Authors: | Hassani, Samir Saissi |
| Publisher: |
[Montréal] : [Canada Research Chair in Risk Management] |
| Subject: | Finanzmarkt | Financial market | Marktrisiko | Market risk | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Statistischer Test | Statistical test | USA | United States | 1994-2005 |
| Extent: | 1 Online-Ressource (circa 58 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - [Montréal] : Canada Research Chair in Risk Management, ISSN 1206-3304, ZDB-ID 3003505-3. - Vol. [25, 6] |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | French |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464246