Backtesting VaR Accuracy: A Simple and Powerful Test
| Year of publication: |
2006
|
|---|---|
| Authors: | HURLIN, Christophe ; TOKPAVI, Sessi |
| Institutions: | Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion |
| Subject: | Backtesting | VaR | Accuracy | Simple | Powerful | Test |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 268 |
| Source: |
Persistent link: https://www.econbiz.de/10010934108