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~person:"Arnold, Matthias"
~person:"Wied, Dominik"
~subject:"Risk management"
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Arnold, Matthias
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Ziggel, Daniel
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Journal of banking & finance
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A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793506
Saved in:
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A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
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