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subject:"Scientific modelling"
~isPartOf:"The journal of risk model validation"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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The journal of risk model validation
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Validation of the backtesting process under the targeted review of internal models : practical recommendations for probability of default models
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 109-147
Persistent link: https://www.econbiz.de/10012051694
Saved in:
2
Nonparametric tests for jump detection via false discovery rate control : a Monte Carlo study
Li, Kaiqiao
;
He, Kan
;
Nie, Lizhou
;
Zhu, Wei
;
Kuan, Pei Fen
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 23-44
Persistent link: https://www.econbiz.de/10012140256
Saved in:
3
Liquidity effects on value-at-risk limits : construction of a new VaR model
Madoroba, Sunny B. Walter
;
Kruger, Jan W.
- In:
The journal of risk model validation
8
(
2014
)
4
,
pp. 19-46
Persistent link: https://www.econbiz.de/10010506585
Saved in:
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