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The geometric-VaR backtesting method
Pelletier, Denis, (2016)
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad, (2018)
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa, (2021)
Specification testing and semiparametric estimation of regime switching models : an examination of the US short term interest rate
Campbell, Sean D., (2002)
A review of backtesting and backtesting procedures
Campbell, Sean D., (2005)
Stock market volatility and the great moderation