Backtesting portfolio value‐at‐risk with estimated portfolio weights
| Year of publication: |
2020
|
|---|---|
| Authors: | Du, Zaichao ; Pei, Pei |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 41.2020, 5 (06.04.), p. 605-619
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12524 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012283123