Estimation risk effects on backtesting for parametric value-at-risk models
| Year of publication: |
2007
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|---|---|
| Authors: | Escanciano, J. C. ; Olmo, J. |
| Institutions: | Department of Economics, City University |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005585543