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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