Risk models-at-risk
Year of publication: |
2014
|
---|---|
Authors: | Boucher, Christophe M. ; Daníelsson, Jón ; Kouontchou, Patrick S. ; Maillet, Bertrand B. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 44.2014, C, p. 72-92
|
Publisher: |
Elsevier |
Subject: | Model risk | Value-at-risk | Backtesting |
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