Backtesting lambda value at risk
Jacopo Corbetta and Ilaria Peri
| Year of publication: |
2018
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|---|---|
| Authors: | Corbetta, Jacopo ; Peri, Ilaria |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 24.2018, 13, p. 1075-1087
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| Subject: | backtesting | hypothesis testing | model validation | risk management | Risikomaß | Risk measure | Statistischer Test | Statistical test | Risikomanagement | Risk management | Theorie | Theory | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012258870