A review of backtesting and backtesting procedures
Year of publication: |
2007
|
---|---|
Authors: | Campbell, Sean D. |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 9.2006/07, 2, p. 1-17
|
Subject: | Risikomaß | Risk measure | Statistischer Test | Statistical test | Risikomanagement | Risk management |
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