Thesis#12015
Essays on model risk: the role of volatility for the accuracy of financial risk models
Credit risk, market risk, backtesting, volatility break. - Kreditrisiko, Marktrisiko, Backtesting, Volatilitätsbruch
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Credit risk, market risk, backtesting, volatility break. - Kreditrisiko, Marktrisiko, Backtesting, Volatilitätsbruch
In: Interdisziplinäre Stadtforschung, Bd. 11, Online Ed.