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16 May 2017 - VaR Model Backtesting C.S.I. - Practitioners Thoughts

16 May 2017
VaR Model Backtesting C.S.I. - Practitioners Thoughts
Brochure
ALRiM publishes its second paper offering guidelines for the backtesting of Value-at-Risk models

Attached Files

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170503 Var Backtesting C.s.i. Commented MdwDownload