Evaluation of backtesting on risk models based on data envelopment analysis
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Published:2022
Issue:
Volume:
Page:
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ISSN:1744-6740
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Container-title:The Journal of Operational Risk
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language:
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Short-container-title:JOP
Author:
Kontaxis Grigorios,Tsolas Ioannis
Publisher
Infopro Digital Services Limited
Subject
Economics and Econometrics,Finance,Business and International Management