A Note on Jointly Backtesting Models for Multiple Assets and Horizons
Ardia, David, Guerrouaz, Anas, Hoogerheide, Lennart F.Volume:
2016
Language:
english
Journal:
Wilmott
DOI:
10.1002/wilm.10509
Date:
May, 2016
File:
PDF, 1.97 MB
english, 2016