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~subject:"Basler Akkord"
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Basler Akkord
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1999-2009
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Ziggel, Daniel
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Berens, Tobias
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Wied, Dominik
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Brennpunkt Risikomanagement und Regulierung
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Journal of banking & finance
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Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
2
Fundamental Review of the Trading Book : Risikomessung mit dem Expected Shortfall
Ziggel, Daniel
;
Berens, Tobias
- In:
Brennpunkt Risikomanagement und Regulierung
,
(pp. 177-187)
.
2015
Persistent link: https://www.econbiz.de/10010503303
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