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Backtesting risk methodologies from one day to one year
Zumbach, Gilles O.
- In:
Journal of risk
9
(
2006/07
)
2
,
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
(
2021
)
10
,
pp. 1605-1619
Persistent link: https://www.econbiz.de/10012653703
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Operations on inhomogeneous time series
Zumbach, Gilles O.
;
Müller, Ulrich A.
- In:
International journal of theoretical and applied finance
4
(
2001
)
1
,
pp. 147-177
Persistent link: https://www.econbiz.de/10001554233
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