Margin Backtesting
Year of publication: |
2013
|
---|---|
Authors: | Hurlin, Christophe |
Other Persons: | Perignon, Christophe (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Statistischer Test | Statistical test | Risikomaß | Risk measure | Schätzung | Estimation |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 31, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2001988 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Mikołajek-Gocejna, Magdalena, (2023)
-
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo, (2016)
-
Option-implied information and predictability of extreme returns
Vilkovz, Grigory, (2013)
- More ...
-
Perignon, Christophe, (2014)
-
Systemic Risk Score: A Suggestion
Hurlin, Christophe, (2013)
-
Cruz Lopez, Jorge, (2015)
- More ...