Backtesting Parametric Value-at-Risk With Estimation Risk
| Year of publication: |
2010
|
|---|---|
| Authors: | Escanciano, J. Carlos ; Olmo, Jose |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 28.2010, 1, p. 36-51
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008480405