Backtesting Value at Risk and Expected Shortfall

Full text!
Type:
e-book
Titel:
Backtesting Value at Risk and Expected Shortfall
Auteur:
Roccioletti, Simona
Taal:
Engels
Uitgever:
Springer Fachmedien Wiesbaden 2016
ISBN:
3-658-11907-1
3-658-11908-X
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http://bibtest.howest.be/catalog/ebk03:3710000000532356