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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~person:"Kratz, Marie"
~subject:"Prognoseverfahren"
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Kratz, Marie
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Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
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