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The Journal of Derivatives

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Primary Article

Techniques for Verifying the Accuracy of Risk Measurement Models

Paul H. Kupiec
The Journal of Derivatives Winter 1995, 3 (2) 73-84; DOI: https://doi.org/10.3905/jod.1995.407942
Paul H. Kupiec
Senior economist with the Board of Governors of the Federal Reserve System in Washington, D.C.
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The Journal of Derivatives
Vol. 3, Issue 2
Winter 1995
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Techniques for Verifying the Accuracy of Risk Measurement Models
Paul H. Kupiec
The Journal of Derivatives Nov 1995, 3 (2) 73-84; DOI: 10.3905/jod.1995.407942

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Techniques for Verifying the Accuracy of Risk Measurement Models
Paul H. Kupiec
The Journal of Derivatives Nov 1995, 3 (2) 73-84; DOI: 10.3905/jod.1995.407942
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