Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"duration-based test"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
GMM
3
Duration-Based Test
2
Value-at-Risk
2
Backtesting
1
Backtesting Value-at-Risk
1
backtesting
1
duration-based test
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
2
English
1
Author
All
COLLETAZ, Gilbert
2
HURLIN, Christophe
2
TOKPAVI, Sessi
2
Candelon, Bertrand
1
Colletaz, Gilbert
1
Hurlin, Christophe
1
Tokpavi, Sessi
1
more ...
less ...
Institution
All
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
2
HAL
1
Published in...
All
Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
2
Working Papers / HAL
1
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting Value-at-Risk: A GMM
Duration-Based
Test
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2009
Persistent link: https://www.econbiz.de/10010934157
Saved in:
2
Backtesting Value-at-Risk: A GMM
Duration-Based
Test
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2008
Persistent link: https://www.econbiz.de/10010934136
Saved in:
3
Backtesting Value-at-Risk: A GMM
Duration-Based
Test
Hurlin, Christophe
;
Colletaz, Gilbert
;
Tokpavi, Sessi
; …
-
HAL
-
2008
-Carlo simulations show that for realistic sample sizes, our GMM test outperforms traditional
duration
based
test
. An empirical …
Persistent link: https://www.econbiz.de/10008794030
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
