Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests
| Year of publication: |
2011
|
|---|---|
| Authors: | DUMITRESCU, Elena-Ivona |
| Institutions: | Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion |
| Subject: | Backesting | Value-at-Risk |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 262 |
| Source: |
Persistent link: https://www.econbiz.de/10010934277