Backtesting Parametric Value-at-Risk With Estimation Risk
| Year of publication: |
2010
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|---|---|
| Authors: | Molinari, Francesca |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 28.2010, 1, p. 36-52
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