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~isPartOf:"Journal of banking & finance"
~person:"Wu, Chongfeng"
~person:"Ziggel, Daniel"
~subject:"Monte-Carlo-Simulation"
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Journal of banking & finance
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A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
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