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~isPartOf:"Finance : revue de l'Association Française de Finance"
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Finance : revue de l'Association Française de Finance
Post-Print / HAL
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Backtesting value-at-risk : from dynamic quantile to dynamic binary tests
Dumitrescu, Elena-Ivona
;
Hurlin, Christophe
;
Pham, Vinson
- In:
Finance : revue de l'Association Française de Finance
33
(
2012
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10009656842
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2
Une évaluation des procédures de Backtesting : "tout va pour le mieux dans le meilleur des mondes"
Hurlin, Christophe
;
Tokpavi, Sessi
- In:
Finance : revue de l'Association Française de Finance
29
(
2008
)
1
,
pp. 53-80
Persistent link: https://www.econbiz.de/10003730239
Saved in:
3
A DARE vor VaR
Hamide, Benjamin
;
Hurlin, Christophe
;
Kouontchou, Patrick
; …
- In:
Finance : revue de l'Association Française de Finance
36
(
2015
)
1
,
pp. 7-38
Persistent link: https://www.econbiz.de/10011514001
Saved in:
4
Une évaluation des procédures de Backtesting : "tout va pour le mieux dans le meilleur des mondes"
Hurlin, Christophe
;
Tokpavi, Sessi
- In:
Finance : revue de l'Association Française de Finance
29
(
2008
)
1
,
pp. 53-80
Persistent link: https://www.econbiz.de/10009918926
Saved in:
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