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Document Title Author Issue Date
A Software Review for Extreme Value Analysis [Gilleland, Eric][Ribatet, Mathieu][Stephenson, Alec G.] 3-10-2013
Using Extreme Value Theory and Copulas to Evalua.. [MathWorks] 1-3-2013
R Code for: The Best of Both Worlds: A Hybrid Ap.. [Hurlin, C_hristophe][Perignon, Christophe] 12-29-2012
Economic Capital & Bank Stress Testing [Morrison, John A.] 10-15-2012
Attributing Portfolio Value at Risk: Relations w.. [Thiansathaporn, Pichet] 7-4-2012
Shazam Routine to Evaluate Value at Risk and Exp.. [Onour, Ibrahim A.] 5-6-2012
SFS_pot_backtesting (MatLab R2007b) [Melzer, Awdesch] 10-30-2011
Enjoy the Joy of Copulas [Yan, Jun] 9-5-2011
Interval Forecasts Evaluation: R Programs for a .. [Santos, Paulo Araujo] 7-24-2011
In Sample Value at risk and Backtesting with the.. [Stavroyiannis, Stavros] 7-2-2011
In Sample Value at Risk and Backtesting [Stavroyiannis, Stavros] 7-2-2011
Modelling Market Risk with SAS Risk Dimensions: .. [du Toit, Carl] 6-30-2011
Vendor Models for Credit Risk Measurement and Ma.. [Basel Committee] 12-24-2010
RiskAMP [RiskAmp] 1-15-2007
Quantax [Quantax] 1-10-2006
Cognity [Finanalytica] 12-31-2005
Sword [Ci3] 9-29-2005
StatPro Risk [statpro] 12-7-2003
Approximity [Approximity] 12-3-2003
riskdata [riskdata] 7-7-2003
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