DISCUSSION ON "ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION"

Zhou, C

Zhou, C (reprint author), Nederlandsche Bank, Econ & Res Div, NL-1000 AB Amsterdam, Netherlands.; Zhou, C (reprint author), Erasmus Univ, Rotterdam, Netherlands.

ANNALS OF APPLIED STATISTICS, 2017; 11 (4): 1888

Abstract

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