University of London - Economics, Mathematics and Statistics
Research Performance, Scientific Impact Measures, Bibliometric Indices, Citations, Calibration
banking regulation, financial risk management, risk modelling, value at risk
backtesting, capital requirement, hypothesis test, risk measures, model selection
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: MAFI.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Value at Risk, distribution functions, quantiles, law invariant risk measures, quasi‐convex functions, dual representation
This page was processed by aws-apollo4 in 0.250 seconds