Output details
19 - Business and Management Studies
Cardiff University
Article title
Backtesting trading risk of commercial banks using expected shortfall
Type
D - Journal article
Title of journal
Journal of Banking & Finance
Article number
-
Volume number
32
Issue number
7
First page of article
1404
ISSN of journal
0378-4266
Year of publication
2008
Number of additional authors
0
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-