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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Colletaz, Gilbert"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 314-343
Persistent link: https://www.econbiz.de/10009125123
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