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Backtesting risk methodologies from one day to one year
Zumbach, Gilles O.
- In:
Journal of risk
9
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2006/07
)
2
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pp. 55-91
Persistent link: https://www.econbiz.de/10003697566
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Tile test for back-testing risk evaluation
Zumbach, Gilles O.
- In:
Quantitative finance
21
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2021
)
10
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pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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