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Back-Testing Market Risk Models

Dowd, K.

Authors



Contributors

F.J. Fabozzi
Editor

Citation

Dowd, K. (2008). Back-Testing Market Risk Models. In F. Fabozzi (Ed.), Handbook of Finance (93-99). Wiley: Hoboken, NJ. https://doi.org/10.1002/9780470404324

Publication Date 2008
Deposit Date Aug 13, 2013
Pages 93-99
Series Number 3
Book Title Handbook of Finance
DOI https://doi.org/10.1002/9780470404324
Public URL https://durham-repository.worktribe.com/output/1675846
Publisher URL htt;://dx.doi.org/10.1002/9780470404324