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person:"Pesaran, M. Hashem"
~isPartOf:"Journal of empirical finance"
~person:"Christoffersen, Peter F."
~person:"Eller, Roland"
~person:"Mao, Tiantian"
~subject:"Risikomaß"
~type:"article"
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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
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