Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor
Backtesting Risk Models within a Standard Normality Framework.
Dowd, K.
Authors
Citation
Dowd, K. (2006). Backtesting Risk Models within a Standard Normality Framework. Journal of Risk, 9(2), 93-111
Journal Article Type | Article |
---|---|
Publication Date | 2006 |
Deposit Date | Aug 15, 2013 |
Journal | Journal of Risk |
Print ISSN | 1465-1211 |
Electronic ISSN | 1755-2842 |
Publisher | Infopro Digital Services |
Peer Reviewed | Peer Reviewed |
Volume | 9 |
Issue | 2 |
Pages | 93-111 |
Public URL | https://durham-repository.worktribe.com/output/1448962 |
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