@incollection{,
	
					
					
					D6D55163FB864305BC7CF664C7B65762
				,
	author={{AndrewMaree} and {Reserve Bank of New Zealand}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}1741319
}

@incollection{b0,
	
	
		,
	title={{Information theory and an extension of the maximum likelihood principle}}
		,
	author={{
			HAkaike
		} and {
			BNPetrov
		} and {
			FCsáki
		}}
		
		
	
	
		,
	booktitle={{2nd International Symposium on Information Theory}}
				Tsahkadsor, Armenia, USSR
		
			,
	year={1973}
			
		
	

}

@incollection{b1,
	
	
		,
	title={{Exponentially decreasing distributions for the logarithm of particle size}}
		,
	author={{
			OBarndorff-Nielsen
		}}
	
	
		,
	journal={{Proceedings of the Royal Society}}
		
			353
			
			,
	year={1977}
		
	

}

@incollection{b2,
	
	
		,
	title={{Basel III: international regulatory framework for banks}}
	
	
		,
	journal={{BCBS}}
		
			,
	year={2011}
		
	
	,
	note={Bank for International Settlements. working paper}

}

@incollection{b3,
	
	
		,
	title={{How to find plausible, severe, and useful stress scenarios}}
		,
	author={{
			TBreuer
		} and {
			MJandacka
		} and {
			KRheinberger
		} and {
			MSummer
		}}
		
		
		
	
	
		,
	journal={{International Journal of Central Banking}}
		
			5
			
			,
	year={2009}
		
	

}

@incollection{b4,
	
	
		,
	title={{Volatility spillovers between New Zealand stock market returns and exchange rate changes before and after the 1997 Asian Financial Crisis}}
		,
	author={{
			DChoi
		} and {
			VFang
		} and {
			TYFu
		}}
		
		
	
	
		,
	journal={{Asian Journal of Financial & Accounting}}
		
			1
			
			,
	year={2009}
		
	

}

@incollection{b5,
	
	
		,
	title={{Calibrating initial shocks in bank stress test scenarios: an outlier detection based approach}}
		,
	author={{
			ODarne
		} and {
			GLevy-Rueff
		} and {
			APop
		}}
		
		
	
	
		,
	journal={{Banque De France}}
		
			,
	year={2013}
		
	
	,
	note={working paper}

}

@incollection{b6,
	
	
		,
	title={{Estimation of NIG and VG models for high frequency financial data}}
		,
	author={{
			JFigueroa-Lopez
		} and {
			SLancette
		} and {
			KLee
		} and {
			YMi
		}}
		
		
		
	
	
		,
	booktitle={{Handbook of Modeling High-Frequency Data in Finance}}
				,
	editor={
			FViens
			MCMariani
			IFlorescu
		}
		USA
		
			,
	publisher={John Wiley & Sons, Inc}
			,
	year={2011}
		
	

}

@incollection{b7,
	
	
		,
	title={{An analysis of the stock market performance of new issues in New Zealand}}
		,
	author={{
			MFirth
		}}
	
	
		,
	journal={{Pacific-Basin Finance Journal}}
		
			5
			
			,
	year={1997}
		
	

}

@incollection{b8,
	
	
		,
	title={{Systematic scenario selection: stress testing and the nature of uncertainty}}
		,
	author={{
			MFlood
		} and {
			GKorenko
		}}
		
	
	
		,
	journal={{Quantitative Finance}}
		
			15
			
			,
	year={2014}
		
	

}

@incollection{b9,
	
	
		,
	title={{Stress scenario selection by empirical likelihood}}
		,
	author={{
			PGlasserman
		} and {
			CKang
		} and {
			WKang
		}}
		
		
	
	
		,
	journal={{Quantitative Finance}}
		
			15
			
			,
	year={2014}
		
	

}

@incollection{b10,
	
	
		,
	title={{Heavy-tailed distribution and risk management of equity market tail events}}
		,
	author={{
			ZGuo
		}}
	
	
		,
	journal={{Journal of Risk & Control}}
		
			4
			
			,
	year={2017}
		
	

}

@incollection{b11,
	
	
		,
	title={{Autoregressive conditional density estimation}}
		,
	author={{
			BHansen
		}}
	
	
		,
	journal={{International Economic Review}}
		
			35
			
			,
	year={1994}
		
	

}

@incollection{b12,
	
	
		,
	title={{Stress testing New Zealand Banks' dairy portfolios}}
		,
	author={{
			DHargreaves
		} and {
			GWilliamson
		}}
		
	
	
		,
	journal={{Reserve Bank of New Zealand Bulletin}}
		
			74
			
			,
	year={2011}
		
	

}

@book{b13,
	
	
		,
	title={{Goodness-of-Fit Tests and Model Validity}}
		,
	author={{
			CHuber-Carol
		} and {
			NBalakrishnan
		} and {
			MNikulin
		} and {
			MMesbah
		}}
		
		
		
		
			,
	year={2002}
			,
	publisher={Springer}
		
	

}

@incollection{b14,
	
	
		,
	title={{Stress testing the banking sector and systemic risk analysis on New Zealand -technical note}}
		17/119
	
	
		,
	journal={{International Monetary Fund, IMF Country Report}}
		
			,
	year={2017}
		
	

}

@book{b15,
	
	
		,
	title={{New Zealand Banks' vulnerabilities and capital adequacy}}
		,
	author={{
			BKJang
		} and {
			MKataoka
		}}
		
		
			,
	year={2013}
		
	
	,
	note={IMF working paper, WP/13/7}

}

@incollection{b16,
	
	
		,
	title={{A top-down approach to stress-testing banks}}
		,
	author={{
			PKapinos
		} and {
			OMitnik
		}}
		
	
	
		,
	journal={{Journal of Financial Services Research}}
		
			49
			
			,
	year={2016}
		
	

}

@incollection{b17,
	
	
		,
	title={{New methods in statistical economics}}
		,
	author={{
			BMandelbrot
		}}
	
	
		,
	journal={{Journal of Political Economy}}
		
			71
			
			,
	year={1963}
		
	

}

@incollection{b18,
	
	
		,
	title={{The generalized hyperbolic model: estimation, financial derivatives, and risk measures}}
		,
	author={{
			KPrause
		}}
	
	
		,
	booktitle={{Reserve Bank of New Zealand Discussion Document}}
				
			,
	year={1999. 2015}
		
	
	,
	note={Ph.D. Dissertation. 20}
	,
	note={Stress testing methodology for New Zealand incorporated banks. Ref: #6548977}

}

@incollection{b19,
	
	
		,
	title={{Goodness-of-fit tests}}
		,
	author={{
			DTaeger
		} and {
			SKuhnt
		}}
		
	
	
		,
	booktitle={{Statistical Hypothesis Testing with SAS and R}}
				
			,
	publisher={Wiley Online Library}
			,
	year={2014}
		
	

}

@incollection{b20,
	
	
		,
	title={{A generalized asymmetric Student-t distribution with application to financial econometrics}}
		,
	author={{
			DZhu
		} and {
			JGalbraith
		}}
		
	
	
		,
	journal={{Journal of Econometrics}}
		
			157
			
			,
	year={2012}
		
	

}