Out of sample value-at-risk and backtesting with the standardized pearson Type-IV skewed distribution
Stavros Stavroyiannis; Leonidas Zarangas
| Year of publication: |
2013
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|---|---|
| Authors: | Stavroyiannis, Stavros ; Zarangas, Leonidas |
| Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 22617140. - Vol. 60.2013, 2, p. 231-247
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010147683