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~accessRights:"free"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Risks : open access journal"
~person:"Berens, Tobias"
~subject:"Risk management"
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TWO-COMPONENT EXTREME VALUE DI...
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Risks : open access journal
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A new set of improved value-at-risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
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2013
Persistent link: https://www.econbiz.de/10009793506
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