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~isPartOf:"Journal of financial econometrics"
~person:"Bianchi, Michele Leonardo"
~person:"Kole, Erik"
~person:"Ortobelli, Sergio"
~person:"Scaillet, Olivier"
~subject:"Statistical distribution"
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Journal of financial econometrics
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Backtesting value-at-risk and expected shortfall in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
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