Backtesting Distributional Forecasts in Counterparty Risk...

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Backtesting Distributional Forecasts in Counterparty Risk II: Empirical Results for Long Horizon Testing

Farag, Hany, Zhou, Minyao
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2975576
File:
PDF, 1.09 MB
english, 2017
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