Practice-relevant model validation: distributional parameter risk analysis in financial model risk management
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Publication:6148805
DOI10.1007/s10479-022-04574-xOpenAlexW4214864778MaRDI QIDQ6148805
Bernard Murphy, Fabian Gogolin, Fearghal Kearney, Greg Kiely, Mark Cummins
Publication date: 8 February 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-022-04574-x
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