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Gunnar Moys
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Information Retrieval Systems
Failure Rate
Risk Management
Occurrence Probability
Top Venues
Expert Syst. Appl.
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Publications
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Theo Berger
,
Gunnar Moys
Value-at-risk backtesting: Beyond the empirical failure rate.
Expert Syst. Appl.
177 (2021)