Article(electronic) SSRN2010

Model Risk for Market Risk Modeling

In: In 'THE RISK MODELING RISK EVALUATION HANDBOOK: RETHINKING FINANCIAL RISK MANAGEMENT METHODOLOGIES IN THE GLOBAL CAPITAL MARKETS', G. Gregoriou, C. Hoppe, and C. Wehn, eds, McGraw-Hill, 2010

Hsu, Jason C.; Shepherd, Shane D.; Kalesnik, Vitali

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