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M. Formenti
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M. Formenti
0.60 · backfill
Papers (1)
The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model
q-fin.RM · 2015 · author #1
Mentions
1505.04593
#1 · backfill · confidence 0.70
M. Formenti
Frequent Coauthors
F. Ramponi
1 shared papers
L. Spadafora
1 shared papers
M. Terraneo
1 shared papers