Practice-relevant model validation: distributional parameter risk analysis in financial model risk management.

Autor: Cummins, Mark1 (AUTHOR), Gogolin, Fabian2 (AUTHOR) F.Gogolin@leeds.ac.uk, Kearney, Fearghal3 (AUTHOR), Kiely, Greg4 (AUTHOR), Murphy, Bernard5 (AUTHOR)
Zdroj: Annals of Operations Research. Nov2023, Vol. 330 Issue 1/2, p431-455. 25p.
Databáze: Business Source Ultimate
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