Techniques for verifying the accuracy of risk measurement models
Paul Kupiec ()
No 95-24, Finance and Economics Discussion Series from Board of Governors of the Federal Reserve System (U.S.)
Keywords: Risk; Econometric models (search for similar items in EconPapers)
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Published in Risk measurement and systemic risk: joint central bank research conference (1995: November 16-17)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfe:95-24
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