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Search: subject:"efficient model selection"
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The journal of operational risk
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Evaluation of backtesting on risk models based on data envelopment analysis
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of operational risk
17
(
2022
)
1
,
pp. 51-79
Persistent link: https://www.econbiz.de/10014546256
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Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
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