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~isPartOf:"The journal of risk model validation"
~isPartOf:"The review of economics and statistics"
~person:"Kontaxis, Grigorios"
~subject:"Measurement"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type:"article"
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Kontaxis, Grigorios
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The journal of risk model validation
The review of economics and statistics
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Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
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