Quality control of risk measures: backtesting VAR models

Victor H. de la Pena; Ricardo Rivera; Jesus Ruiz-Mata

Year of publication:	2007
Authors:	Pena, Victor H. de la ; Rivera, Ricardo ; Ruiz-Mata, Jesus
Published in:	Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 9.2006/07, 2, p. 39-54
Subject:	Risiko \| Risk \| Messung \| Measurement \| Statistischer Test \| Statistical test \| Risikomaß \| Risk measure \| Qualitätsmanagement \| Quality management

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