Showing 1 - 3 results of 3 for search '"Unconditional coverage"', query time: 1.45s Refine Results
  1. 1
    Examining GARCH forecasts for Value-at-Risk predictions
    by Lindholm, Dennis, Östblom, Adam
    Published 2014
    Subjects: “...Unconditional coverage...”
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  2. 2
    Evaluation of Basel III revision of quantitative standards for implementation of internal models for market risk
    by Meera Sharma
    Published 2012-12-01
    Subjects: “...Unconditional coverage...”
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    Article
  3. 3
    市場風險值管理之應用分析以某金融控股公司為例
    Subjects: “...Unconditional Coverage Test...”
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