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Article

McNeil, Alexander John orcid.org/0000-0002-6137-2890 and Balter, Janine Christine (2018) On the Basel Liquidity Formula for Elliptical Distributions. Risks. pp. 1-14. ISSN 2227-9091

McNeil, Alexander John orcid.org/0000-0002-6137-2890, Kratz, Marie and Lok, Yen Hsiao (2018) Multinomial VaR Backtests : A simple implicit approach to backtesting expected shortfall. Journal of Banking and Finance. JBF-D-16-01251R1. ISSN 1872-6372

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