Model risk of risk models

Academic journals

Publication Date
Journal of Financial Stability
Publication Authors
Jón Danielsson
Kevin James
Marcela Valenzuela
Ilknur Zer

Jon Danielsson, Kevin R. James, Marcela Valenzuela, Ilknur Zer (2016). Model risk of risk models. Journal of Financial Stability, Volume 23, Pages 79-91.

DOI: 10.1016/j.jfs.2016.02.002