Value-at-risk forecasts under scrutiny—the German experience (Q5440103)
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scientific article; zbMATH DE number 5231522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value-at-risk forecasts under scrutiny—the German experience |
scientific article; zbMATH DE number 5231522 |
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Value-at-risk forecasts under scrutiny—the German experience (English)
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31 January 2008
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banking supervision
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VaR
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exploratory data analysis
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backtesting
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