Backtesting for risk-based regulatory capital

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	1845-1865
Number of pages	20
Journal	Journal of Banking and Finance
Volume	28
Publication status	Published - 2004

Cite this

@article{4d60bf7aa0f94dfab0adf02ff863cb3d,

title = "Backtesting for risk-based regulatory capital",

author = "F.L.J. Kerkhof and B. Melenberg",

note = "Pagination: 20",

year = "2004",

language = "English",

volume = "28",

pages = "1845--1865",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier Science BV",

}