Frontiers in VaR forecasting and backtesting

International Journal of Forecasting 2016 / 04 Vol. 32; Iss. 2

Frontiers in VaR forecasting and backtesting

Nieto, Maria Rosa, Ruiz, Esther
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Volume:
32
Language:
english
Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2015.08.003
Date:
April, 2016
File:
PDF, 1.21 MB
english, 2016
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