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Evaluating Value-at-Risk Model...
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Journal of empirical finance
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Testing and comparing value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
Saved in:
2
Let's get "real" about using economic data
Christoffersen, Peter
;
Ghysels, Eric
;
Swanson, Norman R.
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 343
Persistent link: https://www.econbiz.de/10007235796
Saved in:
3
Testing and comparing Value-at-Risk measures
Christoffersen, Peter
;
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10007239578
Saved in:
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