Showing 1,101 - 1,104 of 1,104
Persistent link: https://www.econbiz.de/10008279070
Persistent link: https://www.econbiz.de/10007797068
This paper is concerned with evaluating value at risk estimates. It is well known that using only binary variables, such as whether or not there was an exception, sacrifices too much information. However, most of the specification tests (also called backtests) available in the literature, such...
Persistent link: https://www.econbiz.de/10008486985
Persistent link: https://www.econbiz.de/10000147122