题名 | Techniques for Verifying the Accuracy of Risk Measurement Models |
作者 | Kupiec, P. H. |
杂志 | The Journal of Derivatives |
年|卷|期 | 1995, 3(2) |
页码 | 73–84 |
链接 | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7065 |
本帖最后由 摸鱼王剑主 于 2019-11-24 21:28 编辑
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