Backtesting trading risk of commercial banks using expected shortfall

✍ Scribed by Woon K. Wong

• Book ID: 116615130
• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 225 KB
• Volume: 32
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2007.11.012