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Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk 基于模型的压力测试:将压力测试与市场风险VaR联系起来

Risk and Insurance / Measures and Control Pub Date : 2008-06-01 DOI: 10.2139/ssrn.987450

C. Alexander, Elizabeth Sheedy

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引用次数: 10