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~isPartOf:"Documents de recherche / ESSEC Centre de Recherche"
~person:"Clark, Todd E."
~person:"Dobrev, Dobrislav"
~person:"McNeil, Alexander J."
~subject:"Forecasting model"
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Multinomial var backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen
;
McNeil, Alexander J.
-
2016
Persistent link: https://www.econbiz.de/10011892794
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