Backtesting risk methodologies from one day to one year

Gilles Zumbach

Year of publication:	2007
Authors:	Zumbach, Gilles O.
Published in:	Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 9.2006/07, 2, p. 55-91
Subject:	Statistischer Test \| Statistical test \| Risiko \| Risk \| Marktrisiko \| Market risk \| Wissenschaftliche Methode \| Scientific method

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