%0 Generic
%T Multivariate spectral backtests of forecast distributions under unknown dependencies
%A Balter, Janine
%A McNeil, Alexander J.
%@ 2227-9091
%K backtesting
%K risk management
%K value-at-risk
%K model validation
%K Basel regulations
%K Aufsatz in Zeitschrift
%D 2024
%U http://slubdd.de/katalog?TN_libero_mab2
Download citation