Goodness-of-fit tests focus on value-at-risk estimation
José Santiago Fajardo Barbachan; José Renato Haas Ornelas; Aquiles Rocha de Farias
| Year of publication: |
2006
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|---|---|
| Authors: | Barbachan, José Santiago Fajardo ; Ornelas, José Renato Haas ; Farias, Aquiles Rocha de |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro, ISSN 1980-2447, ZDB-ID 21251873. - Vol. 26.2006, 2, p. 309-326
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009075479