Backtesting for risk-based regulatory capital

F.L.J. Kerkhof, B. Melenberg

Research output: Contribution to journalArticleScientificpeer-review

60 Citations (Scopus)
Original languageEnglish
Pages (from-to)1845-1865
Number of pages20
JournalJournal of Banking and Finance
Volume28
Publication statusPublished - 2004

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