Testing backtesting. Merging elements of the pre-commitment approach with the Basle guidelines for backtesting internal risk management models

A. Lucas

Testing backtesting. Merging elements of the pre-commitment approach with the Basle guidelines for backtesting internal risk management models

Econometrics and Data Science

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Internal Modelling and CAD II
Place of Publication	London, UK
Publisher	Risk Book Publication
Pages	13-26
Publication status	Published - 1999

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@inbook{90a630d778864a2c95153136e18da16a,

title = "Testing backtesting. Merging elements of the pre-commitment approach with the Basle guidelines for backtesting internal risk management models",

author = "A. Lucas",

year = "1999",

language = "English",

pages = "13--26",

booktitle = "Internal Modelling and CAD II",

publisher = "Risk Book Publication",

}