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The Analytics of Risk Model Validation · Study

BookThe Analytics of Risk Model Validation

Unknown author2008

Book2008

The Analytics of Risk Model Validation

Unknown author

26 citations·0/0 files stored·Elsevier eBooks

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Financial Risk and Volatility Modeling Banking stability, regulation, efficiency Risk Management in Financial Firms

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References

2012The Econometrics of Financial Markets 1994Comparing Predictive Accuracy 1998The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle 1994Modelling of extremal events in insurance and finance 1998Evaluating Interval Forecasts 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models 2010Basel Committee On Banking Supervision 1998Evaluating Density Forecasts with Applications to Financial Risk Management

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Year2008

Typebook

Published2008-01-01

VenueElsevier eBooks

Languageen

Citations26

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/b978-0-7506-8158-2.x5001-x

openalex_workW2149979512

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