Goodness-of-fit Tests focus on VaR Estimation
| Year of publication: |
2003-10
|
|---|---|
| Authors: | Fajardo, J. ; Farias, A. R ; Ornelas, J. R. H |
| Institutions: | Insper Instituto de Ensino e Pesquisa |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005069993