Coherent Stress Testing (A Bayesian Approach to the...

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Coherent Stress Testing (A Bayesian Approach to the Analysis of Financial Stress) || Selecting and Combining Stress Scenarios

Rebonato, Riccardo
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Volume:
10.1002/97
Year:
2012
Language:
english
DOI:
10.1002/9781118374719.ch13
File:
PDF, 88 KB
english, 2012
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