Practice-relevant model validation: distributional parameter risk analysis in financial model risk management
Crossref DOI link: https://doi.org/10.1007/s10479-022-04574-x
Published Online: 2022-03-04
Published Print: 2023-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cummins, Mark
Gogolin, Fabian http://orcid.org/0000-0002-7192-8530
Kearney, Fearghal
Kiely, Greg
Murphy, Bernard
Text and Data Mining valid from 2022-03-04
Version of Record valid from 2022-03-04
Article History
Accepted: 18 January 2022
First Online: 4 March 2022