The Risk Map : A New Tool for Backtesting Value-at-Risk Models
Year of publication: |
2013
|
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Authors: | Colletaz, Gilbert |
Other Persons: | Hurlin, Christophe (contributor) ; Perignon, Christophe (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Theorie | Theory | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1836885 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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