Pitfalls in backtesting Historical Simulation VaR models
| Year of publication: |
2012
|
|---|---|
| Authors: | Escanciano, Juan Carlos ; Pei, Pei |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 8, p. 2233-2245
|