Techniques for verifying the accuracy of risk measurement models
| Year of publication: |
1995
|
|---|---|
| Authors: | Kupiec, Paul H. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Risk | Econometric models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in Risk measurement and systemic risk: joint central bank research conference (1995: November 16-17) Number 95-24 |
| Source: |
Persistent link: https://www.econbiz.de/10005394089